-30.7%
CIFR vs CAH
+568.3%
-599.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.1% | -4.0% |
| 7D | +4.8% | +3.5% | +1.4% | +4.9% |
| 30D | -31.0% | +13.5% | -44.5% | -30.7% |
| 3M | -58.7% | +21.8% | -80.6% | -58.5% |
| 6M | -67.7% | +51.5% | -119.2% | -67.9% |
| YTD | -53.5% | +38.1% | -91.6% | -53.5% |
| 1Y | -54.1% | +37.7% | -91.8% | -54.0% |
| 3Y | +138.2% | +179.6% | -41.4% | +127.4% |
| 5Y | -18.5% | +504.9% | -523.5% | -30.5% |
| All | -30.7% | +568.3% | -599.0% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling