-28.2%
CIFR vs CDW
+43.2%
-71.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.2% | +6.7% | +7.6% |
| 7D | +9.4% | +2.6% | +6.8% | +8.1% |
| 30D | -45.3% | +20.4% | -65.7% | -52.5% |
| 3M | -58.7% | +28.5% | -87.2% | -66.2% |
| 6M | -64.9% | +70.6% | -135.5% | -78.1% |
| YTD | -51.8% | +29.1% | -80.9% | -64.5% |
| 1Y | -61.9% | +23.8% | -85.7% | -71.0% |
| 3Y | +138.6% | -14.5% | +153.1% | +158.8% |
| 5Y | -13.0% | -1.6% | -11.4% | -15.6% |
| All | -28.2% | +43.2% | -71.4% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling