-28.7%
CIFR vs PL
+41.8%
-70.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +2.0% |
| 7D | +28.8% | +22.3% | +6.6% | +17.4% |
| 30D | -36.9% | -8.3% | -28.6% | -33.2% |
| 3M | -60.0% | -43.3% | -16.7% | -47.9% |
| 6M | -64.4% | -65.8% | +1.5% | -43.9% |
| YTD | -51.6% | -29.5% | -22.0% | -49.0% |
| 1Y | -58.9% | +11.7% | -70.6% | -66.1% |
| 3Y | +139.9% | +540.6% | -400.6% | -38.9% |
| 5Y | -15.1% | +32.9% | -48.0% | -57.8% |
| All | -28.7% | +41.8% | -70.6% | -66.7% |
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