-71.1%
CIFR vs ALHC
-51.4%
-19.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +10.1% | -30.1% | -20.2% |
| 7D | -26.7% | -0.5% | -26.2% | -26.7% |
| 30D | -58.0% | -4.2% | -53.8% | -58.0% |
| 3M | -68.1% | -39.8% | -28.3% | -67.2% |
| 6M | -63.7% | -57.7% | -5.9% | -61.0% |
| YTD | -56.0% | -58.8% | +2.8% | -58.9% |
| 1Y | -71.1% | -52.4% | -18.8% | -77.6% |
| All | -71.1% | -51.4% | -19.7% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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