-30.7%
CIFR vs PLUG
-93.2%
+62.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.5% | +6.4% | -0.3% |
| 7D | +4.8% | -23.4% | +28.3% | +14.9% |
| 30D | -31.0% | -23.4% | -7.5% | -23.6% |
| 3M | -58.7% | -51.7% | -7.0% | -46.0% |
| 6M | -67.7% | -72.0% | +4.3% | -49.0% |
| YTD | -53.5% | -43.7% | -9.9% | -42.9% |
| 1Y | -54.1% | -55.4% | +1.4% | -39.8% |
| 3Y | +138.2% | -68.0% | +206.2% | +179.5% |
| 5Y | -18.5% | -97.4% | +78.9% | +61.9% |
| All | -30.7% | -93.2% | +62.5% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling