-27.8%
CIFR vs CHD
+28.7%
-56.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.5% |
| 7D | +28.8% | +0.4% | +28.5% | +29.1% |
| 30D | -36.9% | +11.6% | -48.5% | -34.1% |
| 3M | -60.0% | +10.7% | -70.7% | -58.2% |
| 6M | -64.4% | +20.2% | -84.6% | -61.7% |
| YTD | -51.6% | +34.5% | -86.1% | -46.8% |
| 1Y | -58.9% | +32.6% | -91.4% | -54.9% |
| 3Y | +139.9% | +29.1% | +110.8% | +155.9% |
| 5Y | -15.1% | +31.5% | -46.6% | -10.7% |
| All | -27.8% | +28.7% | -56.5% | -24.8% |
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