+118.3%
CIFR vs CHRW
+68.5%
+49.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.6% |
| 30D | -49.6% | -9.4% | -40.3% | -48.8% |
| 3M | -60.4% | -13.3% | -47.1% | -59.6% |
| 6M | -66.9% | -24.2% | -42.7% | -66.0% |
| YTD | -53.9% | -18.9% | -35.0% | -55.3% |
| 1Y | -67.1% | -12.4% | -54.7% | -69.2% |
| 3Y | +118.3% | +72.2% | +46.0% | +36.0% |
| All | +118.3% | +68.5% | +49.7% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling