+87.0%
CIFR vs HWM
+1,152.9%
-1,066.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -10.7% | +15.0% | +11.0% |
| 7D | +26.7% | -9.2% | +35.9% | +33.5% |
| 30D | +7.7% | -17.9% | +25.6% | +19.9% |
| 3M | -23.8% | -6.0% | -17.7% | -21.6% |
| 6M | +35.9% | -7.4% | +43.3% | +41.0% |
| YTD | +25.4% | +13.1% | +12.3% | +15.6% |
| 1Y | +139.8% | +29.3% | +110.5% | +105.6% |
| 3Y | +515.0% | +389.9% | +125.0% | +205.3% |
| 5Y | +52.1% | +655.5% | -603.4% | -32.8% |
| All | +87.0% | +1,152.9% | -1,066.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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