+79.2%
CIFR vs CHRW
+67.9%
+11.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | +16.9% | -1.4% | +18.3% | +17.4% |
| 30D | -5.2% | -3.5% | -1.7% | -4.4% |
| 3M | -30.6% | -19.4% | -11.2% | -27.2% |
| 6M | +10.6% | -21.4% | +32.0% | +16.2% |
| YTD | +20.2% | -7.1% | +27.3% | +15.4% |
| 1Y | +139.7% | +17.8% | +121.9% | +103.9% |
| 3Y | +489.4% | +78.8% | +410.6% | +301.2% |
| 5Y | +54.4% | +83.5% | -29.1% | +8.2% |
| All | +79.2% | +67.9% | +11.3% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling