-43.9%
CIFR vs PPL
+62.2%
-106.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.8% | -15.4% | -14.8% |
| 7D | -31.5% | +1.0% | -32.5% | -31.8% |
| 30D | -64.2% | +6.8% | -71.0% | -65.0% |
| 3M | -70.3% | +3.9% | -74.2% | -70.7% |
| 6M | -74.9% | -2.0% | -72.9% | -74.9% |
| YTD | -62.4% | +5.3% | -67.7% | -63.4% |
| 1Y | -77.5% | +2.2% | -79.7% | -77.9% |
| 3Y | +35.4% | +56.7% | -21.4% | +10.2% |
| 5Y | -37.4% | +49.1% | -86.5% | -47.0% |
| All | -43.9% | +62.2% | -106.2% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling