-31.2%
CIFR vs CNH
+93.3%
-124.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.9% | -6.9% | -1.4% |
| 7D | -0.7% | +8.6% | -9.3% | -4.5% |
| 30D | -49.6% | +12.6% | -62.2% | -52.8% |
| 3M | -60.4% | +17.5% | -77.9% | -64.4% |
| 6M | -66.9% | +18.1% | -85.0% | -70.6% |
| YTD | -53.9% | +40.4% | -94.2% | -63.0% |
| 1Y | -67.1% | +34.0% | -101.1% | -73.1% |
| 3Y | +118.3% | +35.3% | +83.0% | +81.2% |
| 5Y | -26.9% | -5.1% | -21.8% | -33.4% |
| All | -31.2% | +93.3% | -124.5% | -39.5% |
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