+61.0%
CIFR vs CRH
+167.1%
-106.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.8% | -4.1% |
| 7D | -8.2% | -4.8% | -3.5% | -4.5% |
| 30D | -7.4% | -13.1% | +5.7% | +3.8% |
| 3M | -24.2% | -12.0% | -12.2% | -17.7% |
| 6M | +14.2% | -16.9% | +31.1% | +31.0% |
| YTD | +8.0% | -29.0% | +37.0% | +43.0% |
| 1Y | +55.5% | -20.3% | +75.8% | +87.2% |
| 3Y | +429.6% | +69.2% | +360.3% | +278.1% |
| 5Y | +20.8% | +94.6% | -73.9% | -29.3% |
| All | +61.0% | +167.1% | -106.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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