-71.1%
CIFR vs PPG
+38.5%
-109.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.0% | -24.9% | -21.6% |
| 7D | -26.7% | +7.5% | -34.2% | -29.6% |
| 30D | -58.0% | +20.9% | -78.9% | -62.1% |
| 3M | -68.1% | +8.7% | -76.8% | -69.6% |
| 6M | -63.7% | +23.8% | -87.5% | -69.0% |
| YTD | -56.0% | +26.5% | -82.5% | -61.2% |
| 1Y | -71.1% | +37.6% | -108.7% | -73.7% |
| All | -71.1% | +38.5% | -109.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling