+68.7%
CIFR vs PTC
+32.2%
+36.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.2% | +17.7% | +17.8% |
| 7D | -10.2% | -0.2% | -10.0% | -10.2% |
| 30D | -55.0% | +0.8% | -55.8% | -55.2% |
| 3M | -64.1% | +32.1% | -96.2% | -68.7% |
| 6M | -70.1% | +42.6% | -112.8% | -76.6% |
| YTD | -55.7% | +12.0% | -67.6% | -55.5% |
| 1Y | -69.9% | +12.2% | -82.0% | -69.9% |
| 3Y | +68.7% | +31.2% | +37.5% | +21.9% |
| All | +68.7% | +32.2% | +36.5% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling