-30.7%
CIFR vs PSX
+576.3%
-607.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.2% |
| 7D | +4.8% | +7.8% | -3.0% | +3.5% |
| 30D | -31.0% | -10.9% | -20.1% | -29.7% |
| 3M | -58.7% | +14.5% | -73.2% | -60.0% |
| 6M | -67.7% | +56.1% | -123.8% | -70.8% |
| YTD | -53.5% | +109.6% | -163.1% | -61.2% |
| 1Y | -54.1% | +95.5% | -149.6% | -61.1% |
| 3Y | +138.2% | +156.2% | -18.0% | +92.9% |
| 5Y | -18.5% | +310.0% | -328.5% | -35.8% |
| All | -30.7% | +576.3% | -607.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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