+20.8%
CIFR vs PPG
-24.6%
+45.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.7% | -4.2% |
| 7D | -8.2% | -5.1% | -3.1% | -4.6% |
| 30D | -7.4% | -9.6% | +2.2% | -0.6% |
| 3M | -24.2% | -6.4% | -17.7% | -22.0% |
| 6M | +14.2% | +0.5% | +13.7% | +11.8% |
| YTD | +8.0% | +4.4% | +3.6% | +1.6% |
| 1Y | +55.5% | -0.9% | +56.4% | +50.5% |
| 3Y | +429.6% | -17.0% | +446.5% | +488.9% |
| 5Y | +20.8% | -23.7% | +44.4% | +30.1% |
| All | +20.8% | -24.6% | +45.3% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling