-30.7%
CIFR vs PHM
+187.3%
-218.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | +4.8% | -4.1% | +8.9% | +6.9% |
| 30D | -31.0% | +16.1% | -47.1% | -37.9% |
| 3M | -58.7% | -2.5% | -56.2% | -59.3% |
| 6M | -67.7% | +12.9% | -80.6% | -71.4% |
| YTD | -53.5% | +9.0% | -62.5% | -58.0% |
| 1Y | -54.1% | +8.2% | -62.2% | -58.5% |
| 3Y | +138.2% | +58.4% | +79.8% | +67.8% |
| 5Y | -18.5% | +159.2% | -177.7% | -56.7% |
| All | -30.7% | +187.3% | -218.0% | -64.2% |
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