+87.0%
CIFR vs CDW
+19.6%
+67.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.2% | +9.5% | +7.8% |
| 7D | +26.7% | -3.9% | +30.6% | +29.9% |
| 30D | +7.7% | +6.9% | +0.8% | +2.1% |
| 3M | -23.8% | +7.7% | -31.5% | -30.7% |
| 6M | +35.9% | +18.3% | +17.6% | +9.3% |
| YTD | +25.4% | +7.8% | +17.6% | +6.8% |
| 1Y | +139.8% | -12.2% | +151.9% | +144.8% |
| 3Y | +515.0% | -28.9% | +543.9% | +673.9% |
| 5Y | +52.1% | -22.8% | +74.9% | +70.3% |
| All | +87.0% | +19.6% | +67.4% | +100.5% |
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