-71.1%
CIFR vs PM
+48.8%
-119.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.6% | -21.5% | -19.0% |
| 7D | -26.7% | +4.3% | -31.0% | -24.7% |
| 30D | -58.0% | +11.5% | -69.5% | -55.1% |
| 3M | -68.1% | +13.0% | -81.1% | -65.5% |
| 6M | -63.7% | +25.9% | -89.6% | -61.4% |
| YTD | -56.0% | +34.0% | -90.0% | -50.5% |
| 1Y | -71.1% | +46.9% | -118.0% | -62.9% |
| All | -71.1% | +48.8% | -119.9% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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