+52.1%
CIFR vs CHRW
+90.3%
-38.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.8% |
| 7D | +26.7% | +1.9% | +24.8% | +26.0% |
| 30D | +7.7% | +0.9% | +6.8% | +7.3% |
| 3M | -23.8% | -19.9% | -3.9% | -19.5% |
| 6M | +35.9% | -15.8% | +51.7% | +39.0% |
| YTD | +25.4% | -5.6% | +31.0% | +18.9% |
| 1Y | +139.8% | +21.0% | +118.7% | +97.1% |
| 3Y | +515.0% | +86.0% | +428.9% | +286.7% |
| 5Y | +52.1% | +88.6% | -36.5% | -3.0% |
| All | +52.1% | +90.3% | -38.2% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling