+68.7%
CIFR vs W
+123.5%
-54.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.4% | +19.4% | +18.5% |
| 7D | -10.2% | -3.6% | -6.6% | -9.9% |
| 30D | -55.0% | +7.0% | -62.0% | -56.7% |
| 3M | -64.1% | +7.4% | -71.4% | -65.6% |
| 6M | -70.1% | +69.3% | -139.4% | -78.0% |
| YTD | -55.7% | +11.3% | -66.9% | -61.1% |
| 1Y | -69.9% | +13.2% | -83.1% | -74.0% |
| 3Y | +68.7% | +142.0% | -73.3% | -20.4% |
| All | +68.7% | +123.5% | -54.8% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling