-31.2%
CIFR vs PINS
-58.7%
+27.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | -0.7% | -6.2% | +5.4% | +1.3% |
| 30D | -49.6% | -10.9% | -38.7% | -47.6% |
| 3M | -60.4% | -19.5% | -40.9% | -57.6% |
| 6M | -66.9% | -10.4% | -56.5% | -67.0% |
| YTD | -53.9% | -26.4% | -27.5% | -51.3% |
| 1Y | -67.1% | -29.6% | -37.4% | -64.5% |
| 3Y | +118.3% | -39.0% | +157.3% | +137.8% |
| 5Y | -26.9% | -59.1% | +32.3% | -25.7% |
| All | -31.2% | -58.7% | +27.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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