-71.1%
CIFR vs CELH
-47.2%
-23.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.6% | -22.5% | -20.3% |
| 7D | -26.7% | +9.9% | -36.6% | -27.9% |
| 30D | -58.0% | +11.7% | -69.7% | -58.8% |
| 3M | -68.1% | +4.1% | -72.2% | -68.4% |
| 6M | -63.7% | -8.4% | -55.3% | -63.0% |
| YTD | -56.0% | -32.8% | -23.2% | -50.7% |
| 1Y | -71.1% | -48.4% | -22.8% | -64.5% |
| All | -71.1% | -47.2% | -23.9% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling