+20.8%
CIFR vs CELH
-9.3%
+30.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.7% | -2.0% | -4.5% |
| 7D | -8.2% | -15.8% | +7.5% | -3.1% |
| 30D | -7.4% | -5.2% | -2.2% | -6.4% |
| 3M | -24.2% | -6.1% | -18.0% | -25.2% |
| 6M | +14.2% | -40.9% | +55.0% | +30.5% |
| YTD | +8.0% | -41.8% | +49.8% | +23.3% |
| 1Y | +55.5% | -52.6% | +108.1% | +89.2% |
| 3Y | +429.6% | -60.4% | +489.9% | +528.1% |
| 5Y | +20.8% | -12.6% | +33.4% | -17.7% |
| All | +20.8% | -9.3% | +30.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling