+87.0%
CIFR vs USHY
+33.7%
+53.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.5% |
| 7D | +26.7% | 0.0% | +26.7% | +26.6% |
| 30D | +7.7% | 0.0% | +7.8% | +8.0% |
| 3M | -23.8% | +1.2% | -24.9% | -27.5% |
| 6M | +35.9% | +2.6% | +33.3% | +23.6% |
| YTD | +25.4% | +2.4% | +23.0% | +15.9% |
| 1Y | +139.8% | +4.2% | +135.5% | +107.7% |
| 3Y | +515.0% | +28.0% | +486.9% | +163.5% |
| 5Y | +52.1% | +21.8% | +30.3% | -21.7% |
| All | +87.0% | +33.7% | +53.3% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling