+87.0%
CIFR vs PTC
+53.4%
+33.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.5% | +9.8% | +7.3% |
| 7D | +26.7% | -12.8% | +39.5% | +35.8% |
| 30D | +7.7% | -9.8% | +17.5% | +12.5% |
| 3M | -23.8% | -2.1% | -21.7% | -26.8% |
| 6M | +35.9% | -18.1% | +54.0% | +45.3% |
| YTD | +25.4% | -23.5% | +48.9% | +39.7% |
| 1Y | +139.8% | -37.4% | +177.1% | +210.0% |
| 3Y | +515.0% | -7.2% | +522.2% | +540.3% |
| 5Y | +52.1% | +2.7% | +49.4% | +42.7% |
| All | +87.0% | +53.4% | +33.6% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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