-71.1%
CIFR vs ITW
+24.0%
-95.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.4% | -22.3% | -19.7% |
| 7D | -26.7% | +6.3% | -33.0% | -26.6% |
| 30D | -58.0% | +11.1% | -69.1% | -58.1% |
| 3M | -68.1% | +0.1% | -68.2% | -68.0% |
| 6M | -63.7% | +18.1% | -81.7% | -67.4% |
| YTD | -56.0% | +21.4% | -77.4% | -56.9% |
| 1Y | -71.1% | +22.9% | -94.0% | -71.1% |
| All | -71.1% | +24.0% | -95.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling