-31.2%
CIFR vs PLD
+47.3%
-78.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +1.8% |
| 7D | -0.7% | +0.7% | -1.4% | -1.5% |
| 30D | -49.6% | +0.8% | -50.4% | -50.2% |
| 3M | -60.4% | -6.1% | -54.2% | -58.4% |
| 6M | -66.9% | -8.0% | -58.8% | -65.3% |
| YTD | -53.9% | +4.7% | -58.5% | -56.5% |
| 1Y | -67.1% | +7.2% | -74.3% | -69.6% |
| 3Y | +118.3% | +39.2% | +79.1% | +61.5% |
| 5Y | -26.9% | +1.9% | -28.7% | -32.2% |
| All | -31.2% | +47.3% | -78.5% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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