+26.9%
CIFR vs PSLV
+154.2%
-127.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -5.0% | -3.5% | -1.6% | -3.4% |
| 30D | -5.7% | -2.1% | -3.6% | -4.1% |
| 3M | -25.5% | -1.6% | -23.9% | -25.1% |
| 6M | +19.4% | -25.5% | +44.9% | +36.1% |
| YTD | +14.2% | -11.4% | +25.6% | +11.4% |
| 1Y | +69.0% | +48.6% | +20.4% | +16.4% |
| 3Y | +503.9% | +166.9% | +337.1% | +184.6% |
| All | +26.9% | +154.2% | -127.4% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling