+146.9%
CIFR vs PRU
+56.1%
+90.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.2% | +9.1% | +9.1% |
| 7D | +9.4% | -2.8% | +12.2% | +12.7% |
| 30D | -45.3% | +8.5% | -53.8% | -51.4% |
| 3M | -58.7% | +1.7% | -60.4% | -60.6% |
| 6M | -64.9% | +24.8% | -89.7% | -74.9% |
| YTD | -51.8% | +13.3% | -65.1% | -61.0% |
| 1Y | -61.9% | +21.4% | -83.3% | -72.3% |
| All | +146.9% | +56.1% | +90.8% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling