-27.8%
CIFR vs WAB
+395.0%
-422.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.7% |
| 7D | +28.8% | +7.9% | +20.9% | +20.0% |
| 30D | -36.9% | +4.9% | -41.8% | -39.3% |
| 3M | -60.0% | +1.8% | -61.8% | -60.3% |
| 6M | -64.4% | +12.0% | -76.3% | -67.5% |
| YTD | -51.6% | +41.3% | -92.8% | -63.7% |
| 1Y | -58.9% | +43.8% | -102.7% | -69.6% |
| 3Y | +139.9% | +171.1% | -31.1% | +24.5% |
| 5Y | -15.1% | +217.7% | -232.8% | -60.2% |
| All | -27.8% | +395.0% | -422.8% | -66.8% |
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