-29.5%
CIFR vs THC
+274.4%
-303.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.1% | +19.0% | +18.2% |
| 7D | -10.2% | +3.7% | -13.9% | -11.7% |
| 30D | -55.0% | +9.0% | -64.1% | -56.5% |
| 3M | -64.1% | +10.4% | -74.5% | -65.5% |
| 6M | -70.1% | +45.7% | -115.8% | -74.5% |
| YTD | -55.7% | +42.6% | -98.2% | -62.1% |
| 1Y | -69.9% | +38.8% | -108.6% | -73.9% |
| 3Y | +68.7% | +418.8% | -350.1% | -25.7% |
| All | -29.5% | +274.4% | -303.9% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling