-29.5%
CIFR vs ALHC
-64.2%
+34.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.9% | +20.8% | +18.7% |
| 7D | -10.2% | +1.0% | -11.2% | -10.9% |
| 30D | -55.0% | -14.2% | -40.9% | -53.6% |
| 3M | -64.1% | -45.1% | -18.9% | -59.0% |
| 6M | -70.1% | -59.5% | -10.6% | -64.3% |
| YTD | -55.7% | -62.8% | +7.2% | -46.6% |
| 1Y | -69.9% | -55.5% | -14.4% | -65.9% |
| 3Y | +68.7% | +25.7% | +43.0% | +12.3% |
| All | -29.5% | -64.2% | +34.7% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling