-21.0%
CIFR vs CDW
-4.0%
-17.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.6% |
| 7D | +4.8% | +9.3% | -4.5% | -0.8% |
| 30D | -31.0% | +14.4% | -45.3% | -38.1% |
| 3M | -58.7% | +21.4% | -80.1% | -65.2% |
| 6M | -67.7% | +72.8% | -140.5% | -80.8% |
| YTD | -53.5% | +28.0% | -81.5% | -66.5% |
| 1Y | -54.1% | +19.3% | -73.4% | -64.4% |
| 3Y | +138.2% | -15.3% | +153.5% | +164.7% |
| All | -21.0% | -4.0% | -17.0% | -24.6% |
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