-31.2%
CIFR vs PPL
+60.9%
-92.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | -49.6% | +4.2% | -53.9% | -50.4% |
| 3M | -60.4% | +1.5% | -61.9% | -60.6% |
| 6M | -66.9% | +1.0% | -67.9% | -67.2% |
| YTD | -53.9% | +4.4% | -58.3% | -55.0% |
| 1Y | -67.1% | +0.8% | -67.8% | -67.5% |
| 3Y | +118.3% | +56.5% | +61.8% | +77.3% |
| 5Y | -26.9% | +47.7% | -74.5% | -37.9% |
| All | -31.2% | +60.9% | -92.1% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling