+487.4%
CIFR vs HWM
+426.8%
+60.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +16.9% | -2.1% | +19.0% | +18.4% |
| 30D | -5.2% | -11.0% | +5.8% | +4.9% |
| 3M | -30.6% | +4.0% | -34.6% | -33.8% |
| 6M | +10.6% | -0.2% | +10.8% | +9.6% |
| YTD | +20.2% | +26.7% | -6.5% | -5.8% |
| 1Y | +139.7% | +44.7% | +95.0% | +66.5% |
| All | +487.4% | +426.8% | +60.6% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling