+52.1%
CIFR vs WAB
+231.1%
-179.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +3.7% |
| 7D | +26.7% | +1.7% | +25.0% | +24.4% |
| 30D | +7.7% | -2.4% | +10.2% | +10.9% |
| 3M | -23.8% | +9.7% | -33.5% | -31.8% |
| 6M | +35.9% | +16.5% | +19.4% | +14.9% |
| YTD | +25.4% | +33.7% | -8.3% | -9.7% |
| 1Y | +139.8% | +49.7% | +90.1% | +52.0% |
| 3Y | +515.0% | +170.9% | +344.0% | +143.5% |
| 5Y | +52.1% | +228.0% | -176.0% | -46.6% |
| All | +52.1% | +231.1% | -179.0% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling