+139.7%
CIFR vs TW
-15.9%
+155.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.6% |
| 7D | +16.9% | -2.3% | +19.3% | +15.1% |
| 30D | -5.2% | +3.9% | -9.1% | -3.0% |
| 3M | -30.6% | +5.7% | -36.3% | -28.4% |
| 6M | +10.6% | -14.5% | +25.1% | +16.1% |
| YTD | +20.2% | -0.9% | +21.1% | +26.4% |
| 1Y | +139.7% | -13.5% | +153.2% | +198.8% |
| All | +139.7% | -15.9% | +155.6% | +198.8% |
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