+79.2%
CIFR vs PWR
+916.7%
-837.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.5% |
| 7D | +16.9% | +3.6% | +13.3% | +13.6% |
| 30D | -5.2% | -8.6% | +3.4% | +3.0% |
| 3M | -30.6% | -13.2% | -17.4% | -19.9% |
| 6M | +10.6% | +9.9% | +0.7% | +6.1% |
| YTD | +20.2% | +48.0% | -27.8% | -7.8% |
| 1Y | +139.7% | +66.2% | +73.6% | +74.2% |
| 3Y | +489.4% | +195.1% | +294.3% | +220.3% |
| 5Y | +54.4% | +442.6% | -388.2% | -37.6% |
| All | +79.2% | +916.7% | -837.5% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling