-21.0%
CIFR vs HWM
+591.3%
-612.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.2% |
| 7D | +4.8% | +7.3% | -2.5% | -1.0% |
| 30D | -31.0% | +1.6% | -32.6% | -31.3% |
| 3M | -58.7% | -21.9% | -36.9% | -50.1% |
| 6M | -67.7% | -19.0% | -48.7% | -62.0% |
| YTD | -53.5% | +7.9% | -61.5% | -56.6% |
| 1Y | -54.1% | +9.9% | -64.0% | -57.6% |
| 3Y | +138.2% | +342.1% | -203.9% | -8.8% |
| All | -21.0% | +591.3% | -612.2% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling