+487.4%
CIFR vs PLUG
-74.3%
+561.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.1% |
| 7D | +16.9% | -0.9% | +17.9% | +17.4% |
| 30D | -5.2% | +3.3% | -8.5% | -6.2% |
| 3M | -30.6% | -39.7% | +9.2% | -16.6% |
| 6M | +10.6% | -12.5% | +23.1% | +15.6% |
| YTD | +20.2% | +10.2% | +10.0% | +15.6% |
| 1Y | +139.7% | +50.7% | +89.0% | +102.1% |
| All | +487.4% | -74.3% | +561.7% | +511.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling