-33.9%
CIFR vs PR
+3,858.6%
-3,892.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.9% | +16.0% | +17.6% |
| 7D | -10.2% | -16.4% | +6.2% | -7.1% |
| 30D | -55.0% | -1.9% | -53.2% | -54.9% |
| 3M | -64.1% | +8.0% | -72.0% | -64.6% |
| 6M | -70.1% | +4.1% | -74.2% | -70.5% |
| YTD | -55.7% | +58.7% | -114.4% | -59.7% |
| 1Y | -69.9% | +75.8% | -145.7% | -73.2% |
| 3Y | +68.7% | +73.2% | -4.5% | +51.2% |
| 5Y | -26.2% | +230.1% | -256.4% | -38.1% |
| All | -33.9% | +3,858.6% | -3,892.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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