+74.0%
CIFR vs ALHC
-29.3%
+103.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +26.7% | -1.0% | +27.7% | +27.0% |
| 30D | +7.7% | -6.3% | +14.1% | +9.4% |
| 3M | -23.8% | -12.3% | -11.5% | -23.7% |
| 6M | +35.9% | -27.0% | +62.9% | +40.5% |
| YTD | +25.4% | -31.8% | +57.3% | +31.3% |
| 1Y | +139.8% | -17.0% | +156.8% | +137.4% |
| 3Y | +515.0% | +159.8% | +355.1% | +271.8% |
| 5Y | +52.1% | -25.1% | +77.2% | +9.7% |
| All | +74.0% | -29.3% | +103.3% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling