-31.2%
CIFR vs PYPL
-69.8%
+38.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.7% | +3.1% |
| 7D | -0.7% | +2.2% | -2.9% | -2.6% |
| 30D | -49.6% | +8.1% | -57.8% | -52.5% |
| 3M | -60.4% | +1.9% | -62.3% | -61.3% |
| 6M | -66.9% | +33.1% | -100.0% | -74.2% |
| YTD | -53.9% | +3.8% | -57.6% | -58.5% |
| 1Y | -67.1% | -8.3% | -58.8% | -67.4% |
| 3Y | +118.3% | +11.9% | +106.4% | +95.2% |
| 5Y | -26.9% | -70.4% | +43.6% | +18.8% |
| All | -31.2% | -69.8% | +38.6% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling