-33.9%
CIFR vs CNH
+74.3%
-108.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.8% | +15.2% | +16.5% |
| 7D | -10.2% | -1.7% | -8.5% | -9.1% |
| 30D | -55.0% | -7.2% | -47.8% | -53.5% |
| 3M | -64.1% | +6.5% | -70.6% | -66.1% |
| 6M | -70.1% | +7.9% | -78.0% | -72.3% |
| YTD | -55.7% | +26.6% | -82.2% | -62.5% |
| 1Y | -69.9% | +13.8% | -83.6% | -73.1% |
| 3Y | +68.7% | +9.2% | +59.5% | +54.2% |
| 5Y | -26.2% | -15.6% | -10.6% | -29.0% |
| All | -33.9% | +74.3% | -108.2% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling