-71.1%
CIFR vs TW
+20.8%
-91.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.0% | -21.0% | -19.2% |
| 7D | -26.7% | +6.0% | -32.7% | -23.1% |
| 30D | -58.0% | +18.6% | -76.6% | -51.9% |
| 3M | -68.1% | +26.5% | -94.7% | -61.4% |
| 6M | -63.7% | +13.1% | -76.8% | -57.0% |
| YTD | -56.0% | +18.5% | -74.5% | -45.3% |
| 1Y | -71.1% | +21.7% | -92.8% | -63.3% |
| All | -71.1% | +20.8% | -91.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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