+138.2%
CIFR vs HWM
+348.7%
-210.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.1% |
| 7D | +4.8% | +7.3% | -2.5% | -1.9% |
| 30D | -31.0% | +1.6% | -32.6% | -31.4% |
| 3M | -58.7% | -21.9% | -36.9% | -48.7% |
| 6M | -67.7% | -19.0% | -48.7% | -61.1% |
| YTD | -53.5% | +7.9% | -61.5% | -57.9% |
| 1Y | -54.1% | +9.9% | -64.0% | -59.0% |
| 3Y | +138.2% | +342.1% | -203.9% | -5.0% |
| All | +138.2% | +348.7% | -210.5% | -5.0% |
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 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