-37.4%
CIFR vs PR
+225.6%
-263.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.9% | -9.8% | -13.2% |
| 7D | -31.5% | -16.5% | -14.9% | -27.5% |
| 30D | -64.2% | -4.5% | -59.7% | -63.7% |
| 3M | -70.3% | +8.5% | -78.9% | -71.3% |
| 6M | -74.9% | -3.3% | -71.6% | -74.9% |
| YTD | -62.4% | +55.7% | -118.1% | -68.1% |
| 1Y | -77.5% | +82.0% | -159.6% | -82.0% |
| 3Y | +35.4% | +62.5% | -27.1% | +12.4% |
| 5Y | -37.4% | +223.9% | -261.3% | -57.3% |
| All | -37.4% | +225.6% | -263.0% | -57.3% |
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