+28.0%
CIFR vs USHY
+21.5%
+6.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -7.8% |
| 7D | +11.3% | -0.1% | +11.5% | +12.2% |
| 30D | +3.5% | 0.0% | +3.5% | +4.0% |
| 3M | -26.6% | +0.8% | -27.5% | -29.3% |
| 6M | +18.1% | +1.9% | +16.2% | +10.4% |
| YTD | +14.5% | +2.3% | +12.2% | +6.5% |
| 1Y | +83.3% | +4.1% | +79.2% | +58.6% |
| 3Y | +461.5% | +27.8% | +433.7% | +131.8% |
| All | +28.0% | +21.5% | +6.5% | -23.0% |
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