+68.7%
CIFR vs PM
+144.1%
-75.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.7% | +17.3% |
| 7D | -10.2% | -5.2% | -5.0% | -11.7% |
| 30D | -55.0% | +2.7% | -57.7% | -54.4% |
| 3M | -64.1% | +6.1% | -70.2% | -63.1% |
| 6M | -70.1% | +18.0% | -88.1% | -68.9% |
| YTD | -55.7% | +26.6% | -82.2% | -53.3% |
| 1Y | -69.9% | +36.7% | -106.5% | -67.6% |
| 3Y | +68.7% | +146.0% | -77.3% | +34.4% |
| All | +68.7% | +144.1% | -75.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling