-34.0%
CIFR vs CHRW
+46.7%
-80.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -19.6% | -3.4% | -16.2% | -18.8% |
| 30D | -51.7% | -9.4% | -42.3% | -50.4% |
| 3M | -60.0% | -12.6% | -47.4% | -58.9% |
| 6M | -68.2% | -24.2% | -44.1% | -66.9% |
| YTD | -55.8% | -18.9% | -36.9% | -56.3% |
| 1Y | -66.8% | -13.7% | -53.1% | -68.0% |
| 3Y | +119.1% | +72.6% | +46.5% | +47.2% |
| 5Y | -25.3% | +55.6% | -80.8% | -46.0% |
| All | -34.0% | +46.7% | -80.7% | -52.6% |
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