-71.1%
CIFR vs PLUG
-44.1%
-27.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.5% | -23.5% | -22.1% |
| 7D | -26.7% | +2.8% | -29.5% | -27.9% |
| 30D | -58.0% | -22.8% | -35.3% | -51.0% |
| 3M | -68.1% | -32.4% | -35.7% | -59.8% |
| 6M | -63.7% | -53.4% | -10.3% | -45.1% |
| YTD | -56.0% | -25.9% | -30.1% | -46.6% |
| 1Y | -71.1% | -42.1% | -29.1% | -62.9% |
| All | -71.1% | -44.1% | -27.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling