-71.1%
CIFR vs PYPL
-9.5%
-61.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.4% | -23.4% | -20.4% |
| 7D | -26.7% | +6.5% | -33.2% | -27.6% |
| 30D | -58.0% | +10.6% | -68.7% | -58.8% |
| 3M | -68.1% | +3.1% | -71.2% | -68.2% |
| 6M | -63.7% | +20.2% | -83.8% | -64.9% |
| YTD | -56.0% | +4.0% | -60.0% | -54.6% |
| 1Y | -71.1% | -7.9% | -63.2% | -65.8% |
| All | -71.1% | -9.5% | -61.7% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 1y: compounded portfolio wealth divided by compounded PYPL 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…
1y analysis · Full analysis span regression · 6 months rolling