+55.5%
CIFR vs TW
-14.0%
+69.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.9% |
| 7D | -8.2% | -2.7% | -5.5% | -9.6% |
| 30D | -7.4% | -1.7% | -5.6% | -8.3% |
| 3M | -24.2% | +1.6% | -25.8% | -23.5% |
| 6M | +14.2% | -17.7% | +31.9% | +17.8% |
| YTD | +8.0% | -4.3% | +12.3% | +11.1% |
| 1Y | +55.5% | -13.1% | +68.6% | +76.8% |
| All | +55.5% | -14.0% | +69.5% | +76.8% |
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