-30.7%
CIFR vs PLD
+45.2%
-75.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | +4.8% | +1.3% | +3.5% | +3.7% |
| 30D | -31.0% | -1.4% | -29.6% | -30.6% |
| 3M | -58.7% | -8.2% | -50.6% | -56.0% |
| 6M | -67.7% | -8.0% | -59.7% | -66.2% |
| YTD | -53.5% | +3.2% | -56.7% | -55.7% |
| 1Y | -54.1% | +7.0% | -61.1% | -57.6% |
| 3Y | +138.2% | +38.3% | +99.9% | +77.1% |
| 5Y | -18.5% | +0.2% | -18.7% | -23.5% |
| All | -30.7% | +45.2% | -75.9% | -38.2% |
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