-13.0%
CIFR vs PLUG
-96.6%
+83.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.7% | +9.6% | +9.2% |
| 7D | +9.4% | -6.8% | +16.2% | +13.5% |
| 30D | -45.3% | -16.0% | -29.3% | -40.2% |
| 3M | -58.7% | -38.7% | -19.9% | -48.2% |
| 6M | -64.9% | -61.4% | -3.6% | -46.6% |
| YTD | -51.8% | -31.0% | -20.9% | -43.8% |
| 1Y | -61.9% | -46.2% | -15.7% | -51.5% |
| 3Y | +138.6% | -61.5% | +200.1% | +151.8% |
| 5Y | -13.0% | -96.9% | +83.9% | +166.8% |
| All | -13.0% | -96.6% | +83.6% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling