+79.2%
CIFR vs CDW
+26.1%
+53.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.8% |
| 7D | +16.9% | +3.2% | +13.8% | +14.8% |
| 30D | -5.2% | +9.3% | -14.5% | -11.2% |
| 3M | -30.6% | +9.8% | -40.4% | -37.0% |
| 6M | +10.6% | +23.3% | -12.7% | -12.9% |
| YTD | +20.2% | +13.7% | +6.5% | -0.9% |
| 1Y | +139.7% | -6.5% | +146.2% | +134.7% |
| 3Y | +489.4% | -25.2% | +514.6% | +619.2% |
| 5Y | +54.4% | -19.5% | +73.9% | +67.5% |
| All | +79.2% | +26.1% | +53.1% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling