+315.1%
CIFR vs CHYM
-24.0%
+339.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.4% | -0.2% | -3.8% |
| 7D | -8.2% | -2.9% | -5.3% | -7.6% |
| 30D | -7.4% | +3.0% | -10.3% | -9.0% |
| 3M | -24.2% | +98.7% | -122.9% | -45.6% |
| 6M | +14.2% | +46.4% | -32.3% | -6.5% |
| YTD | +8.0% | +29.8% | -21.8% | -6.8% |
| 1Y | +55.5% | +40.5% | +15.1% | +24.4% |
| All | +315.1% | -24.0% | +339.1% | +264.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling