+66.7%
CIFR vs ALHC
-28.9%
+95.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | +16.9% | -0.6% | +17.5% | +17.1% |
| 30D | -5.2% | -1.0% | -4.2% | -5.2% |
| 3M | -30.6% | -10.2% | -20.4% | -31.0% |
| 6M | +10.6% | -28.3% | +38.9% | +15.0% |
| YTD | +20.2% | -31.4% | +51.6% | +25.6% |
| 1Y | +139.7% | -16.9% | +156.7% | +137.3% |
| 3Y | +489.4% | +135.5% | +353.9% | +269.0% |
| 5Y | +54.4% | -33.6% | +88.0% | +10.7% |
| All | +66.7% | -28.9% | +95.7% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling