+87.0%
CIFR vs PM
+212.3%
-125.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.5% |
| 7D | +26.7% | -1.3% | +28.0% | +26.5% |
| 30D | +7.7% | -2.6% | +10.3% | +7.5% |
| 3M | -23.8% | +5.8% | -29.6% | -23.8% |
| 6M | +35.9% | +10.6% | +25.3% | +35.4% |
| YTD | +25.4% | +17.2% | +8.2% | +25.6% |
| 1Y | +139.8% | +17.6% | +122.1% | +141.0% |
| 3Y | +515.0% | +124.3% | +390.7% | +466.8% |
| 5Y | +52.1% | +125.1% | -73.0% | +39.8% |
| All | +87.0% | +212.3% | -125.3% | +69.0% |
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