+61.0%
CIFR vs PSX
+560.0%
-499.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.5% |
| 7D | -8.2% | +1.5% | -9.7% | -8.5% |
| 30D | -7.4% | +15.8% | -23.2% | -10.2% |
| 3M | -24.2% | +43.0% | -67.2% | -29.7% |
| 6M | +14.2% | +61.1% | -46.9% | +2.3% |
| YTD | +8.0% | +104.5% | -96.5% | -9.0% |
| 1Y | +55.5% | +102.5% | -47.0% | +30.7% |
| 3Y | +429.6% | +133.5% | +296.1% | +334.0% |
| 5Y | +20.8% | +367.0% | -346.2% | -3.7% |
| All | +61.0% | +560.0% | -499.0% | +28.3% |
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