+70.7%
CIFR vs CHTR
-78.5%
+149.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -8.1% | -0.6% | -5.2% |
| 7D | +11.3% | -15.8% | +27.1% | +19.5% |
| 30D | +3.5% | -12.7% | +16.1% | +7.8% |
| 3M | -26.6% | -1.1% | -25.5% | -30.5% |
| 6M | +18.1% | -39.9% | +58.0% | +39.6% |
| YTD | +14.5% | -35.9% | +50.4% | +27.0% |
| 1Y | +83.3% | -49.2% | +132.5% | +136.2% |
| 3Y | +461.5% | -68.3% | +529.8% | +879.3% |
| 5Y | +29.3% | -83.0% | +112.3% | +175.6% |
| All | +70.7% | -78.5% | +149.2% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling