+68.7%
CIFR vs PWR
+221.1%
-152.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +6.3% | +11.7% | +10.3% |
| 7D | -10.2% | -12.9% | +2.6% | +9.1% |
| 30D | -55.0% | -22.8% | -32.2% | -36.8% |
| 3M | -64.1% | -19.0% | -45.1% | -51.9% |
| 6M | -70.1% | -31.1% | -39.0% | -51.3% |
| YTD | -55.7% | +28.3% | -83.9% | -64.5% |
| 1Y | -69.9% | +22.2% | -92.1% | -74.2% |
| 3Y | +68.7% | +222.2% | -153.5% | -17.4% |
| All | +68.7% | +221.1% | -152.4% | -17.4% |
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