-31.2%
CIFR vs PWR
+863.2%
-894.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.3% | -4.4% |
| 7D | -0.7% | -4.8% | +4.1% | +6.1% |
| 30D | -49.6% | -16.2% | -33.4% | -39.7% |
| 3M | -60.4% | -11.9% | -48.4% | -54.1% |
| 6M | -66.9% | -20.6% | -46.3% | -57.5% |
| YTD | -53.9% | +40.3% | -94.1% | -61.8% |
| 1Y | -67.1% | +33.0% | -100.1% | -71.3% |
| 3Y | +118.3% | +250.0% | -131.7% | +16.6% |
| 5Y | -26.9% | +404.2% | -431.0% | -68.0% |
| All | -31.2% | +863.2% | -894.4% | -71.6% |
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