+87.0%
CIFR vs PPG
-8.7%
+95.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.9% |
| 7D | +26.7% | 0.0% | +26.7% | +26.5% |
| 30D | +7.7% | -7.8% | +15.5% | +13.2% |
| 3M | -23.8% | -2.2% | -21.6% | -24.1% |
| 6M | +35.9% | +4.1% | +31.8% | +30.6% |
| YTD | +25.4% | +9.1% | +16.3% | +15.9% |
| 1Y | +139.8% | +1.0% | +138.8% | +130.6% |
| 3Y | +515.0% | -13.3% | +528.2% | +554.2% |
| 5Y | +52.1% | -19.2% | +71.3% | +56.2% |
| All | +87.0% | -8.7% | +95.6% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling