+505.7%
CIFR vs PHM
+50.2%
+455.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.7% | -8.2% |
| 7D | +11.3% | -3.9% | +15.2% | +13.7% |
| 30D | +3.5% | -8.6% | +12.0% | +8.3% |
| 3M | -26.6% | -2.9% | -23.7% | -27.7% |
| 6M | +18.1% | -5.7% | +23.8% | +18.8% |
| YTD | +14.5% | +1.9% | +12.6% | +8.3% |
| 1Y | +83.3% | -12.3% | +95.6% | +90.0% |
| All | +505.7% | +50.2% | +455.6% | +240.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling