+79.2%
CIFR vs PM
+208.6%
-129.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +1.9% |
| 7D | +16.9% | -4.9% | +21.8% | +16.4% |
| 30D | -5.2% | -3.4% | -1.8% | -5.4% |
| 3M | -30.6% | +5.2% | -35.7% | -30.6% |
| 6M | +10.6% | +3.7% | +6.9% | +9.8% |
| YTD | +20.2% | +15.8% | +4.4% | +20.2% |
| 1Y | +139.7% | +17.4% | +122.4% | +140.7% |
| 3Y | +489.4% | +116.9% | +372.4% | +442.7% |
| 5Y | +54.4% | +117.3% | -62.9% | +41.8% |
| All | +79.2% | +208.6% | -129.4% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling