+79.2%
CIFR vs W
-67.0%
+146.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.1% |
| 7D | +16.9% | -4.2% | +21.1% | +19.1% |
| 30D | -5.2% | -7.6% | +2.4% | -2.1% |
| 3M | -30.6% | +37.2% | -67.7% | -43.3% |
| 6M | +10.6% | +26.3% | -15.7% | -7.1% |
| YTD | +20.2% | -1.0% | +21.2% | +10.9% |
| 1Y | +139.7% | +20.1% | +119.6% | +94.7% |
| 3Y | +489.4% | +37.8% | +451.6% | +306.6% |
| 5Y | +54.4% | -63.7% | +118.0% | +14.1% |
| All | +79.2% | -67.0% | +146.2% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling