+68.7%
CIFR vs HWM
+330.9%
-262.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.5% | +15.4% | +15.6% |
| 7D | -10.2% | +3.4% | -13.6% | -11.4% |
| 30D | -55.0% | -7.5% | -47.5% | -51.1% |
| 3M | -64.1% | -28.9% | -35.2% | -51.2% |
| 6M | -70.1% | -19.6% | -50.5% | -64.2% |
| YTD | -55.7% | +0.6% | -56.3% | -57.1% |
| 1Y | -69.9% | +0.3% | -70.2% | -70.6% |
| 3Y | +68.7% | +326.1% | -257.5% | -19.6% |
| All | +68.7% | +330.9% | -262.2% | -19.6% |
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