+68.7%
CIFR vs PRU
+46.4%
+22.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.6% | +20.6% | +20.6% |
| 7D | -10.2% | +2.4% | -12.6% | -14.5% |
| 30D | -55.0% | +6.1% | -61.2% | -59.2% |
| 3M | -64.1% | -0.7% | -63.3% | -64.9% |
| 6M | -70.1% | +22.1% | -92.2% | -78.1% |
| YTD | -55.7% | +9.8% | -65.4% | -62.9% |
| 1Y | -69.9% | +19.4% | -89.2% | -77.8% |
| 3Y | +68.7% | +50.4% | +18.3% | +5.7% |
| All | +68.7% | +46.4% | +22.3% | +5.7% |
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