-21.0%
CIFR vs ALHC
-66.2%
+45.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.6% |
| 7D | +4.8% | +0.3% | +4.5% | +4.6% |
| 30D | -31.0% | -10.6% | -20.4% | -29.2% |
| 3M | -58.7% | -45.3% | -13.4% | -52.7% |
| 6M | -67.7% | -59.7% | -8.0% | -61.3% |
| YTD | -53.5% | -62.7% | +9.2% | -44.0% |
| 1Y | -54.1% | -56.1% | +2.1% | -47.7% |
| 3Y | +138.2% | +21.3% | +116.9% | +59.5% |
| All | -21.0% | -66.2% | +45.3% | -41.6% |
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 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