+79.2%
CIFR vs PHM
+180.9%
-101.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +16.9% | -3.2% | +20.1% | +19.0% |
| 30D | -5.2% | -6.4% | +1.3% | -2.1% |
| 3M | -30.6% | +5.5% | -36.1% | -34.4% |
| 6M | +10.6% | -5.4% | +16.0% | +12.0% |
| YTD | +20.2% | +6.6% | +13.6% | +12.8% |
| 1Y | +139.7% | -8.8% | +148.6% | +142.9% |
| 3Y | +489.4% | +54.1% | +435.3% | +331.8% |
| 5Y | +54.4% | +144.5% | -90.1% | -15.3% |
| All | +79.2% | +180.9% | -101.7% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling