+515.0%
CIFR vs GEHC
+1.8%
+513.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +6.0% |
| 7D | +26.7% | -5.2% | +31.9% | +30.2% |
| 30D | +7.7% | -7.0% | +14.7% | +11.4% |
| 3M | -23.8% | +3.3% | -27.1% | -28.9% |
| 6M | +35.9% | -10.0% | +45.9% | +40.6% |
| YTD | +25.4% | -18.5% | +43.9% | +38.1% |
| 1Y | +139.8% | -14.4% | +154.2% | +152.7% |
| 3Y | +515.0% | +3.4% | +511.5% | +474.5% |
| All | +515.0% | +1.8% | +513.1% | +474.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling