+29.3%
CIFR vs TW
+20.0%
+9.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.7% |
| 7D | +11.3% | -0.5% | +11.8% | +11.5% |
| 30D | +3.5% | -0.6% | +4.1% | +3.5% |
| 3M | -26.6% | +3.4% | -30.0% | -29.0% |
| 6M | +18.1% | -18.4% | +36.5% | +24.9% |
| YTD | +14.5% | -3.9% | +18.4% | +11.3% |
| 1Y | +83.3% | -13.3% | +96.6% | +87.6% |
| 3Y | +461.5% | +20.8% | +440.6% | +388.4% |
| 5Y | +29.3% | +20.3% | +9.0% | +38.5% |
| All | +29.3% | +20.0% | +9.3% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling