+70.2%
CIFR vs CELH
+285.2%
-215.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.2% |
| 7D | -5.0% | -11.2% | +6.2% | -2.1% |
| 30D | -5.7% | -1.4% | -4.3% | -5.8% |
| 3M | -25.5% | -4.2% | -21.4% | -26.6% |
| 6M | +19.4% | -40.5% | +59.9% | +32.2% |
| YTD | +14.2% | -40.5% | +54.6% | +25.8% |
| 1Y | +69.0% | -53.0% | +122.0% | +97.1% |
| 3Y | +503.9% | -59.1% | +563.0% | +584.8% |
| 5Y | +27.7% | -10.7% | +38.4% | +4.5% |
| All | +70.2% | +285.2% | -215.0% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling