+340.1%
CIFR vs CHYM
-19.7%
+359.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.9% | -15.6% | -11.1% |
| 7D | +11.3% | +3.4% | +7.9% | +9.7% |
| 30D | +3.5% | +12.0% | -8.5% | -1.3% |
| 3M | -26.6% | +102.4% | -129.0% | -47.4% |
| 6M | +18.1% | +52.7% | -34.6% | -4.5% |
| YTD | +14.5% | +37.3% | -22.8% | -3.1% |
| 1Y | +83.3% | +42.2% | +41.1% | +44.7% |
| All | +340.1% | -19.7% | +359.8% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling