-31.2%
CIFR vs W
-61.2%
+30.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.5% | +2.2% |
| 7D | -0.7% | +3.3% | -4.0% | -3.3% |
| 30D | -49.6% | +10.5% | -60.2% | -52.3% |
| 3M | -60.4% | +9.6% | -70.0% | -62.5% |
| 6M | -66.9% | +76.4% | -143.2% | -76.2% |
| YTD | -53.9% | +16.4% | -70.3% | -60.9% |
| 1Y | -67.1% | +9.3% | -76.4% | -71.5% |
| 3Y | +118.3% | +172.8% | -54.5% | +11.2% |
| 5Y | -26.9% | -53.4% | +26.5% | -50.4% |
| All | -31.2% | -61.2% | +30.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling