+515.0%
CIFR vs PSKY
-12.8%
+527.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +26.7% | +2.4% | +24.3% | +26.0% |
| 30D | +7.7% | +17.5% | -9.8% | +3.5% |
| 3M | -23.8% | +4.4% | -28.2% | -25.0% |
| 6M | +35.9% | -9.0% | +44.9% | +37.7% |
| YTD | +25.4% | -18.6% | +44.0% | +29.9% |
| 1Y | +139.8% | -27.7% | +167.5% | +154.5% |
| 3Y | +515.0% | -16.9% | +531.8% | +510.2% |
| All | +515.0% | -12.8% | +527.7% | +510.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling