+87.0%
CIFR vs PWR
+940.5%
-853.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +2.3% |
| 7D | +26.7% | +4.5% | +22.2% | +22.2% |
| 30D | +7.7% | -4.9% | +12.6% | +13.3% |
| 3M | -23.8% | -7.9% | -15.9% | -16.5% |
| 6M | +35.9% | +18.3% | +17.6% | +22.5% |
| YTD | +25.4% | +51.5% | -26.1% | -5.7% |
| 1Y | +139.8% | +70.3% | +69.4% | +70.7% |
| 3Y | +515.0% | +210.6% | +304.4% | +223.8% |
| 5Y | +52.1% | +456.7% | -404.6% | -39.7% |
| All | +87.0% | +940.5% | -853.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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