+146.9%
CIFR vs TW
+41.7%
+105.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.7% | +8.1% | +8.9% |
| 7D | +9.4% | +2.8% | +6.5% | +9.4% |
| 30D | -45.3% | +18.1% | -63.4% | -45.4% |
| 3M | -58.7% | +25.2% | -83.9% | -58.9% |
| 6M | -64.9% | +19.1% | -84.1% | -64.9% |
| YTD | -51.8% | +21.9% | -73.7% | -53.1% |
| 1Y | -61.9% | +18.9% | -80.8% | -62.3% |
| All | +146.9% | +41.7% | +105.1% | +118.6% |
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