+79.2%
CIFR vs PTC
+62.3%
+16.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.2% | +5.4% |
| 7D | +16.9% | -10.3% | +27.2% | +23.8% |
| 30D | -5.2% | +1.1% | -6.3% | -7.0% |
| 3M | -30.6% | +1.6% | -32.2% | -34.2% |
| 6M | +10.6% | -13.5% | +24.1% | +15.2% |
| YTD | +20.2% | -19.1% | +39.2% | +30.2% |
| 1Y | +139.7% | -33.9% | +173.6% | +201.9% |
| 3Y | +489.4% | -3.9% | +493.3% | +503.0% |
| 5Y | +54.4% | +6.0% | +48.4% | +41.0% |
| All | +79.2% | +62.3% | +16.9% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling