-54.1%
CIFR vs PLUG
-58.9%
+4.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.5% | +6.4% | +2.3% |
| 7D | +4.8% | -23.4% | +28.3% | +22.3% |
| 30D | -31.0% | -23.4% | -7.5% | -18.5% |
| 3M | -58.7% | -51.7% | -7.0% | -36.7% |
| 6M | -67.7% | -72.0% | +4.3% | -36.7% |
| YTD | -53.5% | -43.7% | -9.9% | -31.9% |
| 1Y | -54.1% | -55.4% | +1.4% | -31.1% |
| All | -54.1% | -58.9% | +4.8% | -31.1% |
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