+51.0%
CIFR vs PRU
+48.6%
+2.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.9% |
| 7D | +16.9% | +1.9% | +15.1% | +15.5% |
| 30D | -5.2% | +2.7% | -7.9% | -7.3% |
| 3M | -30.6% | +19.5% | -50.0% | -41.0% |
| 6M | +10.6% | +26.6% | -16.0% | -10.1% |
| YTD | +20.2% | +12.3% | +7.9% | +7.4% |
| 1Y | +139.7% | +18.0% | +121.7% | +104.1% |
| 3Y | +489.4% | +47.0% | +442.4% | +377.8% |
| All | +51.0% | +48.6% | +2.4% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling