+471.3%
CIFR vs CHTR
-66.9%
+538.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.0% | -10.7% | -6.9% |
| 7D | -8.2% | -7.1% | -1.1% | -6.6% |
| 30D | -7.4% | -10.9% | +3.5% | -5.5% |
| 3M | -24.2% | +2.0% | -26.2% | -27.3% |
| 6M | +14.2% | -35.9% | +50.1% | +27.9% |
| YTD | +8.0% | -32.7% | +40.7% | +16.3% |
| 1Y | +55.5% | -46.6% | +102.1% | +92.2% |
| All | +471.3% | -66.9% | +538.2% | +948.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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