-27.8%
CIFR vs W
-63.0%
+35.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +1.6% |
| 7D | +28.8% | -1.7% | +30.5% | +29.7% |
| 30D | -36.9% | +3.2% | -40.2% | -38.5% |
| 3M | -60.0% | +8.3% | -68.3% | -62.0% |
| 6M | -64.4% | +84.3% | -148.7% | -74.9% |
| YTD | -51.6% | +11.0% | -62.6% | -58.1% |
| 1Y | -58.9% | -0.2% | -58.6% | -62.9% |
| 3Y | +139.9% | +157.9% | -18.0% | +25.2% |
| 5Y | -15.1% | -56.8% | +41.7% | -41.2% |
| All | -27.8% | -63.0% | +35.2% | -50.0% |
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