+87.0%
CIFR vs W
-66.8%
+153.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +26.7% | +6.5% | +20.2% | +23.6% |
| 30D | +7.7% | -6.2% | +14.0% | +10.7% |
| 3M | -23.8% | +48.9% | -72.7% | -40.1% |
| 6M | +35.9% | +31.2% | +4.7% | +12.2% |
| YTD | +25.4% | -0.4% | +25.8% | +15.4% |
| 1Y | +139.8% | +14.8% | +124.9% | +99.3% |
| 3Y | +515.0% | +40.5% | +474.4% | +321.1% |
| 5Y | +52.1% | -62.1% | +114.2% | +12.1% |
| All | +87.0% | -66.8% | +153.8% | +37.9% |
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