+43.0%
CIFR vs PL
+403.1%
-360.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -10.1% | -4.5% | -10.4% |
| 7D | -31.5% | -20.5% | -10.9% | -23.7% |
| 30D | -64.2% | -38.8% | -25.4% | -55.5% |
| 3M | -70.3% | -49.1% | -21.2% | -60.8% |
| 6M | -74.9% | -69.4% | -5.5% | -60.9% |
| YTD | -62.4% | -42.3% | -20.1% | -56.9% |
| 1Y | -77.5% | -14.2% | -63.4% | -78.6% |
| All | +43.0% | +403.1% | -360.1% | -56.2% |
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