-71.1%
CIFR vs CHWY
-28.3%
-42.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.1% | -26.1% | -19.0% |
| 7D | -26.7% | +13.4% | -40.1% | -25.3% |
| 30D | -58.0% | +28.4% | -86.4% | -57.1% |
| 3M | -68.1% | -2.9% | -65.2% | -67.1% |
| 6M | -63.7% | -4.7% | -58.9% | -61.4% |
| YTD | -56.0% | -29.2% | -26.8% | -51.1% |
| 1Y | -71.1% | -30.7% | -40.4% | -67.8% |
| All | -71.1% | -28.3% | -42.8% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling