+68.7%
CIFR vs PLUG
-78.4%
+147.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +7.4% | +10.5% | +15.1% |
| 7D | -10.2% | +5.8% | -16.1% | -11.6% |
| 30D | -55.0% | -18.5% | -36.5% | -50.9% |
| 3M | -64.1% | -30.0% | -34.1% | -58.5% |
| 6M | -70.1% | -56.2% | -13.9% | -59.3% |
| YTD | -55.7% | -26.4% | -29.3% | -49.9% |
| 1Y | -69.9% | -42.2% | -27.6% | -63.6% |
| 3Y | +68.7% | -76.8% | +145.5% | +107.7% |
| All | +68.7% | -78.4% | +147.0% | +107.7% |
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