+139.7%
CIFR vs PYPL
-20.3%
+160.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.2% | +3.0% |
| 7D | +16.9% | +2.7% | +14.3% | +16.2% |
| 30D | -5.2% | -4.9% | -0.3% | -3.6% |
| 3M | -30.6% | +28.9% | -59.4% | -35.9% |
| 6M | +10.6% | +18.2% | -7.6% | +3.3% |
| YTD | +20.2% | -5.0% | +25.2% | +25.1% |
| 1Y | +139.7% | -18.8% | +158.6% | +197.5% |
| All | +139.7% | -20.3% | +160.0% | +197.5% |
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