+70.7%
CIFR vs PSLV
+155.0%
-84.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.1% | -9.8% |
| 7D | +11.3% | +3.3% | +8.0% | +9.7% |
| 30D | +3.5% | +2.1% | +1.4% | +2.9% |
| 3M | -26.6% | +7.1% | -33.8% | -28.8% |
| 6M | +18.1% | -21.6% | +39.7% | +29.6% |
| YTD | +14.5% | -6.7% | +21.2% | +11.0% |
| 1Y | +83.3% | +59.3% | +24.0% | +33.5% |
| 3Y | +461.5% | +182.1% | +279.4% | +212.7% |
| 5Y | +29.3% | +162.6% | -133.3% | -29.4% |
| All | +70.7% | +155.0% | -84.3% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling