+87.0%
CIFR vs CNH
+105.0%
-18.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.6% | +9.9% | +7.2% |
| 7D | +26.7% | +8.8% | +17.9% | +20.9% |
| 30D | +7.7% | +24.7% | -16.9% | -5.2% |
| 3M | -23.8% | +27.3% | -51.1% | -34.5% |
| 6M | +35.9% | +23.2% | +12.8% | +19.3% |
| YTD | +25.4% | +48.9% | -23.5% | -1.4% |
| 1Y | +139.8% | +19.4% | +120.4% | +110.8% |
| 3Y | +515.0% | +7.8% | +507.2% | +461.8% |
| 5Y | +52.1% | +8.7% | +43.4% | +35.1% |
| All | +87.0% | +105.0% | -18.1% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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