-25.3%
CIFR vs PSA
+29.1%
-54.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -19.6% | +0.8% | -20.3% | -19.9% |
| 30D | -51.7% | +15.9% | -67.6% | -54.3% |
| 3M | -60.0% | +4.2% | -64.2% | -60.8% |
| 6M | -68.2% | +10.1% | -78.3% | -70.1% |
| YTD | -55.8% | +33.3% | -89.1% | -61.7% |
| 1Y | -66.8% | +28.2% | -95.0% | -70.8% |
| 3Y | +119.1% | +54.9% | +64.3% | +67.0% |
| 5Y | -25.3% | +28.3% | -53.6% | -36.3% |
| All | -25.3% | +29.1% | -54.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling