+338.8%
CIFR vs CHYM
-23.3%
+362.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.4% |
| 7D | -5.0% | -2.3% | -2.8% | -4.6% |
| 30D | -5.7% | +4.4% | -10.1% | -7.8% |
| 3M | -25.5% | +91.3% | -116.8% | -45.5% |
| 6M | +19.4% | +44.0% | -24.6% | -1.1% |
| YTD | +14.2% | +31.1% | -16.9% | -1.8% |
| 1Y | +69.0% | +37.8% | +31.2% | +35.4% |
| All | +338.8% | -23.3% | +362.1% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 10y: compounded portfolio wealth divided by compounded CHYM 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…
10y analysis · Full analysis span regression · 6 months rolling