+52.1%
CIFR vs WAT
-4.5%
+56.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.2% |
| 7D | +26.7% | -0.7% | +27.4% | +27.2% |
| 30D | +7.7% | -1.0% | +8.7% | +8.3% |
| 3M | -23.8% | +10.9% | -34.7% | -28.8% |
| 6M | +35.9% | +33.2% | +2.7% | +14.5% |
| YTD | +25.4% | +6.1% | +19.3% | +17.1% |
| 1Y | +139.8% | +30.2% | +109.5% | +96.7% |
| 3Y | +515.0% | +52.9% | +462.1% | +332.4% |
| 5Y | +52.1% | -5.1% | +57.2% | +15.2% |
| All | +52.1% | -4.5% | +56.6% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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