+61.0%
CIFR vs PHM
+162.7%
-101.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -4.6% |
| 7D | -8.2% | -6.4% | -1.9% | -5.0% |
| 30D | -7.4% | -12.1% | +4.7% | -1.2% |
| 3M | -24.2% | -1.5% | -22.6% | -25.6% |
| 6M | +14.2% | -6.0% | +20.2% | +15.6% |
| YTD | +8.0% | -0.3% | +8.3% | +4.9% |
| 1Y | +55.5% | -13.3% | +68.9% | +62.4% |
| 3Y | +429.6% | +47.6% | +382.0% | +297.7% |
| 5Y | +20.8% | +154.7% | -134.0% | -31.4% |
| All | +61.0% | +162.7% | -101.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling