-28.2%
CIFR vs PTC
+125.7%
-153.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.2% | +9.1% | +9.0% |
| 7D | +9.4% | +0.5% | +8.9% | +9.2% |
| 30D | -45.3% | +0.9% | -46.2% | -45.5% |
| 3M | -58.7% | +30.4% | -89.1% | -64.9% |
| 6M | -64.9% | +34.4% | -99.4% | -71.8% |
| YTD | -51.8% | +12.6% | -64.4% | -56.8% |
| 1Y | -61.9% | +10.2% | -72.1% | -65.3% |
| 3Y | +138.6% | +29.4% | +109.2% | +105.1% |
| 5Y | -13.0% | +63.7% | -76.7% | -34.9% |
| All | -28.2% | +125.7% | -153.9% | -47.1% |
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