-20.1%
CIFR vs PHM
+168.7%
-188.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -2.0% |
| 7D | -19.6% | +2.9% | -22.5% | -21.9% |
| 30D | -51.7% | +16.5% | -68.2% | -57.2% |
| 3M | -60.0% | +0.6% | -60.7% | -61.4% |
| 6M | -68.2% | +11.6% | -79.8% | -72.2% |
| YTD | -55.8% | +12.1% | -67.9% | -61.5% |
| 1Y | -66.8% | +9.6% | -76.4% | -70.8% |
| 3Y | +119.1% | +62.3% | +56.9% | +35.4% |
| All | -20.1% | +168.7% | -188.7% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling