-28.2%
CIFR vs PYPL
-70.1%
+41.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +8.1% |
| 7D | +9.4% | -1.2% | +10.6% | +10.7% |
| 30D | -45.3% | +6.1% | -51.4% | -47.7% |
| 3M | -58.7% | +1.1% | -59.7% | -59.4% |
| 6M | -64.9% | +32.7% | -97.7% | -72.6% |
| YTD | -51.8% | +2.8% | -54.6% | -56.4% |
| 1Y | -61.9% | -10.8% | -51.2% | -61.4% |
| 3Y | +138.6% | +9.8% | +128.8% | +116.4% |
| 5Y | -13.0% | -70.2% | +57.3% | +41.9% |
| All | -28.2% | -70.1% | +41.9% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling