+70.7%
CIFR vs PSKY
-57.4%
+128.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.4% | -3.3% | -7.0% |
| 7D | +11.3% | -6.8% | +18.2% | +13.9% |
| 30D | +3.5% | +10.2% | -6.8% | +0.3% |
| 3M | -26.6% | +0.3% | -26.9% | -27.4% |
| 6M | +18.1% | -7.8% | +25.9% | +19.2% |
| YTD | +14.5% | -23.0% | +37.5% | +20.4% |
| 1Y | +83.3% | -31.6% | +114.9% | +97.6% |
| 3Y | +461.5% | -21.3% | +482.8% | +433.1% |
| 5Y | +29.3% | -71.5% | +100.8% | +51.3% |
| All | +70.7% | -57.4% | +128.1% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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