-21.0%
CIFR vs CNH
-17.7%
-3.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +4.8% | +3.0% | +1.8% | +2.8% |
| 30D | -31.0% | -0.6% | -30.4% | -30.9% |
| 3M | -58.7% | +14.6% | -73.4% | -63.2% |
| 6M | -67.7% | +11.8% | -79.5% | -71.1% |
| YTD | -53.5% | +30.4% | -83.9% | -62.6% |
| 1Y | -54.1% | +19.1% | -73.1% | -61.0% |
| 3Y | +138.2% | +30.2% | +108.0% | +92.7% |
| All | -21.0% | -17.7% | -3.3% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling