+505.7%
CIFR vs CAH
+183.2%
+322.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.7% |
| 7D | +11.3% | -2.2% | +13.6% | +11.0% |
| 30D | +3.5% | +1.2% | +2.3% | +3.6% |
| 3M | -26.6% | +13.1% | -39.7% | -25.7% |
| 6M | +18.1% | +8.5% | +9.6% | +19.0% |
| YTD | +14.5% | +17.6% | -3.1% | +16.7% |
| 1Y | +83.3% | +60.7% | +22.6% | +90.2% |
| All | +505.7% | +183.2% | +322.5% | +483.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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