+138.2%
CIFR vs PLD
+36.4%
+101.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | +4.8% | +1.3% | +3.5% | +3.8% |
| 30D | -31.0% | -1.4% | -29.6% | -30.6% |
| 3M | -58.7% | -8.2% | -50.6% | -56.1% |
| 6M | -67.7% | -8.0% | -59.7% | -66.2% |
| YTD | -53.5% | +3.2% | -56.7% | -55.8% |
| 1Y | -54.1% | +7.0% | -61.1% | -57.7% |
| 3Y | +138.2% | +38.3% | +99.9% | +90.7% |
| All | +138.2% | +36.4% | +101.8% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling