+87.0%
CIFR vs ITW
+51.2%
+35.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.9% |
| 7D | +26.7% | -0.4% | +27.1% | +27.4% |
| 30D | +7.7% | -9.4% | +17.2% | +19.6% |
| 3M | -23.8% | +7.1% | -30.9% | -32.7% |
| 6M | +35.9% | -1.9% | +37.8% | +34.0% |
| YTD | +25.4% | +10.4% | +15.0% | +7.1% |
| 1Y | +139.8% | +3.3% | +136.5% | +115.4% |
| 3Y | +515.0% | +21.0% | +493.9% | +387.6% |
| 5Y | +52.1% | +36.3% | +15.8% | +7.5% |
| All | +87.0% | +51.2% | +35.8% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling