+138.2%
CIFR vs PWR
+247.1%
-108.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.2% |
| 7D | +4.8% | +11.3% | -6.5% | -8.4% |
| 30D | -31.0% | -8.9% | -22.1% | -21.4% |
| 3M | -58.7% | -10.5% | -48.2% | -51.3% |
| 6M | -67.7% | -22.2% | -45.5% | -54.5% |
| YTD | -53.5% | +42.7% | -96.3% | -67.7% |
| 1Y | -54.1% | +41.1% | -95.2% | -67.4% |
| 3Y | +138.2% | +242.7% | -104.6% | -9.9% |
| All | +138.2% | +247.1% | -108.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling