+118.3%
CIFR vs PL
+544.4%
-426.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +14.5% | -10.5% | -2.0% |
| 7D | -0.7% | +10.9% | -11.6% | -3.9% |
| 30D | -49.6% | -16.4% | -33.3% | -45.1% |
| 3M | -60.4% | -39.9% | -20.4% | -51.1% |
| 6M | -66.9% | -63.2% | -3.7% | -52.2% |
| YTD | -53.9% | -27.1% | -26.7% | -52.0% |
| 1Y | -67.1% | +12.2% | -79.3% | -71.9% |
| 3Y | +118.3% | +584.3% | -466.0% | -32.9% |
| All | +118.3% | +544.4% | -426.1% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling