+2,200.1%
CIFR vs GEHC
+2.6%
+2,197.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -4.9% |
| 7D | -8.2% | -7.9% | -0.4% | -4.1% |
| 30D | -7.4% | -11.7% | +4.3% | -1.4% |
| 3M | -24.2% | +0.8% | -25.0% | -28.0% |
| 6M | +14.2% | -11.6% | +25.8% | +18.5% |
| YTD | +8.0% | -21.6% | +29.6% | +20.4% |
| 1Y | +55.5% | -15.3% | +70.8% | +64.1% |
| 3Y | +429.6% | -0.5% | +430.1% | +419.5% |
| All | +2,200.1% | +2.6% | +2,197.6% | +2,112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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