-30.7%
CIFR vs HON
+47.6%
-78.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -3.9% |
| 7D | +4.8% | +1.4% | +3.4% | +3.4% |
| 30D | -31.0% | +7.5% | -38.5% | -35.5% |
| 3M | -58.7% | -4.3% | -54.4% | -57.0% |
| 6M | -67.7% | -1.5% | -66.2% | -67.5% |
| YTD | -53.5% | +10.5% | -64.1% | -57.7% |
| 1Y | -54.1% | +8.5% | -62.6% | -57.8% |
| 3Y | +138.2% | +28.0% | +110.2% | +95.1% |
| 5Y | -18.5% | +12.0% | -30.5% | -30.2% |
| All | -30.7% | +47.6% | -78.3% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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