-34.7%
CIFR vs PL
+28.1%
-62.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.4% | +7.5% | +13.1% |
| 7D | -10.2% | -6.8% | -3.4% | -5.8% |
| 30D | -55.0% | -29.3% | -25.8% | -46.1% |
| 3M | -64.1% | -44.8% | -19.3% | -52.4% |
| 6M | -70.1% | -68.4% | -1.7% | -51.4% |
| YTD | -55.7% | -36.4% | -19.3% | -50.8% |
| 1Y | -69.9% | +0.7% | -70.6% | -73.9% |
| 3Y | +68.7% | +455.3% | -386.6% | -53.6% |
| 5Y | -26.2% | +22.7% | -48.9% | -62.7% |
| All | -34.7% | +28.1% | -62.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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