-28.2%
CIFR vs PPL
+59.4%
-87.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.0% | +9.8% | +9.1% |
| 7D | +9.4% | -1.0% | +10.3% | +9.6% |
| 30D | -45.3% | +3.0% | -48.3% | -46.0% |
| 3M | -58.7% | +1.1% | -59.8% | -58.9% |
| 6M | -64.9% | -0.8% | -64.2% | -65.1% |
| YTD | -51.8% | +3.5% | -55.3% | -52.9% |
| 1Y | -61.9% | -0.9% | -61.0% | -62.2% |
| 3Y | +138.6% | +54.2% | +84.4% | +94.7% |
| 5Y | -13.0% | +46.3% | -59.3% | -26.0% |
| All | -28.2% | +59.4% | -87.6% | -38.5% |
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