+70.7%
CIFR vs CELH
+291.1%
-220.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.5% | -2.2% | -7.1% |
| 7D | +11.3% | -11.7% | +23.0% | +14.8% |
| 30D | +3.5% | +1.6% | +1.9% | +2.6% |
| 3M | -26.6% | -2.0% | -24.7% | -28.1% |
| 6M | +18.1% | -36.2% | +54.3% | +28.3% |
| YTD | +14.5% | -39.6% | +54.1% | +25.7% |
| 1Y | +83.3% | -50.7% | +134.0% | +111.0% |
| 3Y | +461.5% | -58.9% | +520.3% | +535.8% |
| 5Y | +29.3% | -5.4% | +34.7% | +5.5% |
| All | +70.7% | +291.1% | -220.4% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling