+485.5%
CIFR vs PTC
-2.9%
+488.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.2% | +5.8% |
| 7D | +16.9% | -10.3% | +27.2% | +24.7% |
| 30D | -5.2% | +1.1% | -6.3% | -7.5% |
| 3M | -30.6% | +1.6% | -32.2% | -34.2% |
| 6M | +10.6% | -13.5% | +24.1% | +21.4% |
| YTD | +20.2% | -19.1% | +39.2% | +40.6% |
| 1Y | +139.7% | -33.9% | +173.6% | +262.1% |
| All | +485.5% | -2.9% | +488.3% | +373.0% |
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 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