+26.9%
CIFR vs USHY
+20.9%
+5.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.6% |
| 7D | -5.0% | -0.7% | -4.3% | -1.5% |
| 30D | -5.7% | -0.7% | -5.0% | -2.2% |
| 3M | -25.5% | +0.1% | -25.6% | -25.4% |
| 6M | +19.4% | +1.8% | +17.6% | +12.7% |
| YTD | +14.2% | +1.8% | +12.4% | +8.8% |
| 1Y | +69.0% | +3.3% | +65.7% | +52.3% |
| 3Y | +503.9% | +27.0% | +477.0% | +157.2% |
| All | +26.9% | +20.9% | +5.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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