-21.0%
CIFR vs CAH
+505.3%
-526.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.1% | -4.0% |
| 7D | +4.8% | +3.5% | +1.4% | +5.2% |
| 30D | -31.0% | +13.5% | -44.5% | -30.1% |
| 3M | -58.7% | +21.8% | -80.6% | -58.0% |
| 6M | -67.7% | +51.5% | -119.2% | -67.2% |
| YTD | -53.5% | +38.1% | -91.6% | -52.6% |
| 1Y | -54.1% | +37.7% | -91.8% | -53.2% |
| 3Y | +138.2% | +179.6% | -41.4% | +140.1% |
| All | -21.0% | +505.3% | -526.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling