-58.9%
CIFR vs OWL
-30.3%
-28.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +3.0% |
| 7D | +28.8% | +0.8% | +28.0% | +27.9% |
| 30D | -36.9% | +7.3% | -44.3% | -40.6% |
| 3M | -60.0% | -16.8% | -43.2% | -55.9% |
| 6M | -64.4% | +4.0% | -68.4% | -67.4% |
| YTD | -51.6% | -29.0% | -22.6% | -32.8% |
| 1Y | -58.9% | -29.7% | -29.2% | -41.4% |
| All | -58.9% | -30.3% | -28.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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