+79.2%
CIFR vs WAB
+365.9%
-286.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.5% |
| 7D | +16.9% | -3.2% | +20.1% | +20.5% |
| 30D | -5.2% | -4.4% | -0.7% | -1.0% |
| 3M | -30.6% | +7.9% | -38.4% | -35.2% |
| 6M | +10.6% | +8.7% | +1.9% | +4.0% |
| YTD | +20.2% | +33.0% | -12.8% | -5.6% |
| 1Y | +139.7% | +46.7% | +93.1% | +73.4% |
| 3Y | +489.4% | +153.0% | +336.4% | +221.6% |
| 5Y | +54.4% | +222.3% | -167.9% | -24.6% |
| All | +79.2% | +365.9% | -286.7% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling