-31.2%
CIFR vs PM
+229.3%
-260.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.5% | +3.7% |
| 7D | -0.7% | -7.3% | +6.6% | -1.8% |
| 30D | -49.6% | -4.0% | -45.6% | -49.8% |
| 3M | -60.4% | +2.7% | -63.1% | -60.1% |
| 6M | -66.9% | +14.9% | -81.7% | -66.6% |
| YTD | -53.9% | +23.5% | -77.4% | -53.4% |
| 1Y | -67.1% | +30.4% | -97.4% | -66.6% |
| 3Y | +118.3% | +143.2% | -24.9% | +102.7% |
| 5Y | -26.9% | +159.5% | -186.3% | -32.7% |
| All | -31.2% | +229.3% | -260.5% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling