+60.5%
CIFR vs ACHR
-46.3%
+106.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.3% |
| 7D | -8.2% | -5.4% | -2.9% | -5.8% |
| 30D | -7.4% | -19.7% | +12.4% | +0.6% |
| 3M | -24.2% | +7.9% | -32.1% | -28.7% |
| 6M | +14.2% | -13.8% | +27.9% | +18.6% |
| YTD | +8.0% | -27.5% | +35.5% | +22.0% |
| 1Y | +55.5% | -33.9% | +89.5% | +82.7% |
| 3Y | +429.6% | -20.0% | +449.5% | +423.5% |
| 5Y | +20.8% | -44.0% | +64.7% | -6.1% |
| All | +60.5% | -46.3% | +106.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACHR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling