+471.3%
CIFR vs PSLV
+165.1%
+306.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.3% | -0.4% | -3.2% |
| 7D | -8.2% | -4.9% | -3.4% | -6.2% |
| 30D | -7.4% | -1.9% | -5.5% | -6.0% |
| 3M | -24.2% | +4.2% | -28.4% | -25.5% |
| 6M | +14.2% | -27.6% | +41.8% | +29.4% |
| YTD | +8.0% | -11.7% | +19.7% | +6.3% |
| 1Y | +55.5% | +49.3% | +6.2% | +10.1% |
| All | +471.3% | +165.1% | +306.2% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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