-36.0%
CIFR vs ALHC
-61.8%
+25.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | -0.7% | +3.9% | -4.6% | -2.1% |
| 30D | -49.6% | -3.6% | -46.0% | -49.4% |
| 3M | -60.4% | -49.4% | -11.0% | -54.4% |
| 6M | -66.9% | -59.5% | -7.4% | -61.2% |
| YTD | -53.9% | -63.2% | +9.3% | -45.3% |
| 1Y | -67.1% | -55.5% | -11.6% | -63.1% |
| 3Y | +118.3% | +23.0% | +95.3% | +58.6% |
| 5Y | -26.9% | -65.7% | +38.9% | -40.6% |
| All | -36.0% | -61.8% | +25.8% | -47.5% |
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