+83.3%
CIFR vs PYPL
-22.7%
+105.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -8.2% |
| 7D | +11.3% | -4.3% | +15.7% | +12.8% |
| 30D | +3.5% | -11.5% | +15.0% | +7.2% |
| 3M | -26.6% | +26.1% | -52.8% | -32.5% |
| 6M | +18.1% | +13.7% | +4.4% | +10.8% |
| YTD | +14.5% | -9.8% | +24.3% | +21.1% |
| 1Y | +83.3% | -22.1% | +105.4% | +129.1% |
| All | +83.3% | -22.7% | +105.9% | +129.1% |
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