+487.4%
CIFR vs ALHC
+136.3%
+351.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | +16.9% | -0.6% | +17.5% | +17.0% |
| 30D | -5.2% | -1.0% | -4.2% | -5.2% |
| 3M | -30.6% | -10.2% | -20.4% | -30.7% |
| 6M | +10.6% | -28.3% | +38.9% | +13.7% |
| YTD | +20.2% | -31.4% | +51.6% | +23.8% |
| 1Y | +139.7% | -16.9% | +156.7% | +138.2% |
| All | +487.4% | +136.3% | +351.1% | +338.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling