+26.9%
CIFR vs CHTR
-81.7%
+108.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +4.0% |
| 7D | -5.0% | -4.1% | -0.9% | -3.3% |
| 30D | -5.7% | -3.0% | -2.7% | -6.3% |
| 3M | -25.5% | +4.8% | -30.3% | -31.5% |
| 6M | +19.4% | -35.0% | +54.4% | +37.8% |
| YTD | +14.2% | -30.2% | +44.3% | +22.0% |
| 1Y | +69.0% | -44.8% | +113.8% | +113.6% |
| 3Y | +503.9% | -66.6% | +570.5% | +1,002.8% |
| All | +26.9% | -81.7% | +108.5% | +428.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling