-30.7%
CIFR vs PPL
+60.7%
-91.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.4% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | -31.0% | +2.6% | -33.6% | -31.8% |
| 3M | -58.7% | +0.8% | -59.5% | -58.9% |
| 6M | -67.7% | +1.4% | -69.1% | -68.1% |
| YTD | -53.5% | +4.3% | -57.8% | -54.7% |
| 1Y | -54.1% | +0.8% | -54.8% | -54.6% |
| 3Y | +138.2% | +57.9% | +80.3% | +92.6% |
| 5Y | -18.5% | +48.3% | -66.8% | -30.9% |
| All | -30.7% | +60.7% | -91.4% | -40.8% |
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