+70.2%
CIFR vs PHM
+166.9%
-96.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.9% |
| 7D | -5.0% | -5.0% | 0.0% | -2.4% |
| 30D | -5.7% | -8.4% | +2.7% | -1.5% |
| 3M | -25.5% | -4.4% | -21.1% | -25.7% |
| 6M | +19.4% | -3.7% | +23.2% | +19.5% |
| YTD | +14.2% | +1.3% | +12.9% | +10.0% |
| 1Y | +69.0% | -14.0% | +83.0% | +77.6% |
| 3Y | +503.9% | +48.1% | +455.8% | +352.9% |
| 5Y | +27.7% | +158.8% | -131.1% | -28.1% |
| All | +70.2% | +166.9% | -96.7% | -6.1% |
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