-34.0%
CIFR vs WAT
+124.9%
-158.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -19.6% | +3.4% | -23.0% | -20.9% |
| 30D | -51.7% | +9.6% | -61.3% | -53.6% |
| 3M | -60.0% | +15.5% | -75.5% | -62.7% |
| 6M | -68.2% | +33.9% | -102.1% | -73.0% |
| YTD | -55.8% | +25.2% | -81.0% | -61.7% |
| 1Y | -66.8% | +26.3% | -93.0% | -71.4% |
| 3Y | +119.1% | +85.8% | +33.3% | +45.7% |
| 5Y | -25.3% | +35.3% | -60.6% | -43.1% |
| All | -34.0% | +124.9% | -158.9% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling