-30.7%
CIFR vs CHD
+30.6%
-61.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -3.5% |
| 7D | +4.8% | +3.6% | +1.2% | +6.2% |
| 30D | -31.0% | +10.4% | -41.4% | -28.1% |
| 3M | -58.7% | +12.2% | -70.9% | -56.6% |
| 6M | -67.7% | +19.9% | -87.6% | -65.2% |
| YTD | -53.5% | +36.4% | -89.9% | -48.7% |
| 1Y | -54.1% | +35.1% | -89.2% | -49.3% |
| 3Y | +138.2% | +29.2% | +109.0% | +155.6% |
| 5Y | -18.5% | +33.4% | -51.9% | -13.9% |
| All | -30.7% | +30.6% | -61.3% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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