+61.0%
CIFR vs PSA
+61.8%
-0.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | -3.6% | -4.6% | -7.2% |
| 30D | -7.4% | -9.4% | +2.0% | -4.8% |
| 3M | -24.2% | -8.2% | -16.0% | -23.2% |
| 6M | +14.2% | -1.8% | +16.0% | +12.5% |
| YTD | +8.0% | +15.7% | -7.8% | +0.4% |
| 1Y | +55.5% | +6.3% | +49.2% | +48.6% |
| 3Y | +429.6% | +21.6% | +408.0% | +365.3% |
| 5Y | +20.8% | +13.5% | +7.3% | +8.8% |
| All | +61.0% | +61.8% | -0.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling