+61.0%
CIFR vs WAB
+361.6%
-300.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -8.2% | -0.2% | -8.0% | -7.9% |
| 30D | -7.4% | -5.9% | -1.5% | -1.9% |
| 3M | -24.2% | +9.4% | -33.5% | -30.1% |
| 6M | +14.2% | +13.8% | +0.3% | +2.9% |
| YTD | +8.0% | +31.8% | -23.8% | -14.4% |
| 1Y | +55.5% | +48.5% | +7.0% | +11.6% |
| 3Y | +429.6% | +167.0% | +262.6% | +182.6% |
| 5Y | +20.8% | +222.3% | -201.6% | -40.4% |
| All | +61.0% | +361.6% | -300.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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