-21.0%
CIFR vs PR
+273.3%
-294.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.4% |
| 7D | +4.8% | +6.0% | -1.2% | +3.0% |
| 30D | -31.0% | -4.2% | -26.8% | -30.0% |
| 3M | -58.7% | +10.0% | -68.7% | -60.1% |
| 6M | -67.7% | +15.6% | -83.3% | -69.4% |
| YTD | -53.5% | +68.2% | -121.7% | -61.4% |
| 1Y | -54.1% | +79.2% | -133.3% | -62.6% |
| 3Y | +138.2% | +94.9% | +43.3% | +91.1% |
| All | -21.0% | +273.3% | -294.3% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling