-34.0%
CIFR vs PHM
+195.4%
-229.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -2.3% |
| 7D | -19.6% | +2.9% | -22.5% | -21.6% |
| 30D | -51.7% | +16.5% | -68.2% | -56.4% |
| 3M | -60.0% | +0.6% | -60.7% | -61.2% |
| 6M | -68.2% | +11.6% | -79.8% | -71.5% |
| YTD | -55.8% | +12.1% | -67.9% | -60.5% |
| 1Y | -66.8% | +9.6% | -76.4% | -70.1% |
| 3Y | +119.1% | +62.3% | +56.9% | +52.8% |
| 5Y | -25.3% | +170.4% | -195.7% | -60.9% |
| All | -34.0% | +195.4% | -229.4% | -66.3% |
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