+515.0%
CIFR vs TW
+21.9%
+493.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +4.6% |
| 7D | +26.7% | -3.5% | +30.2% | +27.0% |
| 30D | +7.7% | +0.5% | +7.2% | +7.6% |
| 3M | -23.8% | +4.9% | -28.7% | -26.1% |
| 6M | +35.9% | -17.1% | +53.0% | +43.8% |
| YTD | +25.4% | -3.9% | +29.3% | +22.5% |
| 1Y | +139.8% | -13.3% | +153.0% | +148.5% |
| 3Y | +515.0% | +20.9% | +494.0% | +413.4% |
| All | +515.0% | +21.9% | +493.1% | +413.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling