+61.0%
CIFR vs GWW
+259.0%
-198.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.3% |
| 7D | -8.2% | -3.1% | -5.1% | -6.2% |
| 30D | -7.4% | -2.3% | -5.0% | -6.1% |
| 3M | -24.2% | -3.3% | -20.9% | -22.5% |
| 6M | +14.2% | +15.4% | -1.2% | +3.1% |
| YTD | +8.0% | +26.7% | -18.8% | -9.3% |
| 1Y | +55.5% | +29.0% | +26.5% | +27.9% |
| 3Y | +429.6% | +89.0% | +340.6% | +266.8% |
| 5Y | +20.8% | +221.8% | -201.0% | -28.1% |
| All | +61.0% | +259.0% | -198.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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