-33.9%
CIFR vs PLD
+43.3%
-77.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.2% | +19.2% | +18.9% |
| 7D | -10.2% | -0.8% | -9.4% | -10.0% |
| 30D | -55.0% | -0.3% | -54.8% | -55.3% |
| 3M | -64.1% | -8.0% | -56.0% | -61.7% |
| 6M | -70.1% | -9.8% | -60.3% | -68.2% |
| YTD | -55.7% | +1.8% | -57.4% | -57.3% |
| 1Y | -69.9% | +5.6% | -75.5% | -71.9% |
| 3Y | +68.7% | +33.3% | +35.4% | +29.4% |
| 5Y | -26.2% | +0.3% | -26.5% | -30.3% |
| All | -33.9% | +43.3% | -77.2% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling