-64.1%
CIFR vs PM
+4.4%
-68.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.7% | +15.6% |
| 7D | -10.2% | -5.2% | -5.0% | -14.9% |
| 30D | -55.0% | +2.7% | -57.7% | -50.7% |
| 3M | -64.1% | +6.1% | -70.2% | -58.6% |
| All | -64.1% | +4.4% | -68.5% | -58.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling