+70.7%
CIFR vs JHX
+18.6%
+52.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -7.1% |
| 7D | +11.3% | +1.6% | +9.7% | +10.8% |
| 30D | +3.5% | -5.0% | +8.5% | +6.5% |
| 3M | -26.6% | +24.5% | -51.1% | -34.8% |
| 6M | +18.1% | +34.9% | -16.8% | +0.8% |
| YTD | +14.5% | +39.3% | -24.8% | -3.5% |
| 1Y | +83.3% | +48.6% | +34.7% | +48.6% |
| 3Y | +461.5% | -2.0% | +463.5% | +396.6% |
| 5Y | +29.3% | -24.4% | +53.7% | +11.5% |
| All | +70.7% | +18.6% | +52.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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