+70.7%
CIFR vs CHRW
+71.1%
-0.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.8% |
| 7D | +11.3% | +4.1% | +7.3% | +10.1% |
| 30D | +3.5% | +1.9% | +1.6% | +2.8% |
| 3M | -26.6% | -21.2% | -5.5% | -22.2% |
| 6M | +18.1% | -16.7% | +34.8% | +21.2% |
| YTD | +14.5% | -5.4% | +19.9% | +9.3% |
| 1Y | +83.3% | +21.2% | +62.1% | +54.4% |
| 3Y | +461.5% | +86.5% | +375.0% | +276.6% |
| 5Y | +29.3% | +93.0% | -63.7% | -9.9% |
| All | +70.7% | +71.1% | -0.4% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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