+79.2%
CIFR vs HWM
+1,303.0%
-1,223.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +16.9% | -2.1% | +19.0% | +18.0% |
| 30D | -5.2% | -11.0% | +5.8% | +1.5% |
| 3M | -30.6% | +4.0% | -34.6% | -32.5% |
| 6M | +10.6% | -0.2% | +10.8% | +10.7% |
| YTD | +20.2% | +26.7% | -6.5% | +4.2% |
| 1Y | +139.7% | +44.7% | +95.0% | +93.3% |
| 3Y | +489.4% | +426.1% | +63.3% | +178.7% |
| 5Y | +54.4% | +738.5% | -684.1% | -35.8% |
| All | +79.2% | +1,303.0% | -1,223.8% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling