-29.5%
CIFR vs CDW
-10.5%
-19.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.9% | +18.8% | +18.5% |
| 7D | -10.2% | +2.1% | -12.3% | -13.3% |
| 30D | -55.0% | +14.7% | -69.8% | -60.3% |
| 3M | -64.1% | +11.1% | -75.2% | -68.1% |
| 6M | -70.1% | +45.6% | -115.7% | -79.9% |
| YTD | -55.7% | +17.1% | -72.8% | -66.2% |
| 1Y | -69.9% | +13.2% | -83.0% | -76.3% |
| 3Y | +68.7% | -22.2% | +90.9% | +97.1% |
| All | -29.5% | -10.5% | -19.0% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling