-31.2%
CIFR vs CDW
+36.2%
-67.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.8% | -0.8% | +1.2% |
| 7D | -0.7% | +9.3% | -10.0% | -7.9% |
| 30D | -49.6% | +15.8% | -65.4% | -55.3% |
| 3M | -60.4% | +21.8% | -82.1% | -66.6% |
| 6M | -66.9% | +58.8% | -125.6% | -78.3% |
| YTD | -53.9% | +22.8% | -76.6% | -65.0% |
| 1Y | -67.1% | +17.9% | -85.0% | -74.2% |
| 3Y | +118.3% | -17.4% | +135.7% | +141.0% |
| 5Y | -26.9% | -5.7% | -21.1% | -27.1% |
| All | -31.2% | +36.2% | -67.4% | -34.3% |
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