+51.0%
CIFR vs W
-63.2%
+114.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.0% |
| 7D | +16.9% | -4.2% | +21.1% | +19.3% |
| 30D | -5.2% | -7.6% | +2.4% | -1.8% |
| 3M | -30.6% | +37.2% | -67.7% | -44.6% |
| 6M | +10.6% | +26.3% | -15.7% | -9.0% |
| YTD | +20.2% | -1.0% | +21.2% | +9.6% |
| 1Y | +139.7% | +20.1% | +119.6% | +89.3% |
| 3Y | +489.4% | +37.8% | +451.6% | +285.2% |
| All | +51.0% | -63.2% | +114.2% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling