+87.0%
CIFR vs PYPL
-73.3%
+160.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +6.6% |
| 7D | +26.7% | +1.7% | +25.0% | +25.2% |
| 30D | +7.7% | -9.7% | +17.5% | +15.5% |
| 3M | -23.8% | +29.2% | -53.0% | -39.1% |
| 6M | +35.9% | +13.9% | +22.0% | +17.1% |
| YTD | +25.4% | -8.1% | +33.5% | +23.8% |
| 1Y | +139.8% | -21.4% | +161.2% | +167.6% |
| 3Y | +515.0% | -11.8% | +526.8% | +555.1% |
| 5Y | +52.1% | -81.1% | +133.2% | +183.8% |
| All | +87.0% | -73.3% | +160.2% | +238.3% |
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