+61.0%
CIFR vs WBD
+37.7%
+23.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.7% | -6.1% |
| 7D | -8.2% | -0.6% | -7.6% | -8.0% |
| 30D | -7.4% | +4.2% | -11.6% | -8.9% |
| 3M | -24.2% | +7.5% | -31.7% | -26.6% |
| 6M | +14.2% | +1.6% | +12.6% | +13.2% |
| YTD | +8.0% | -2.2% | +10.1% | +8.6% |
| 1Y | +55.5% | +124.9% | -69.4% | +8.9% |
| 3Y | +429.6% | +149.1% | +280.5% | +243.6% |
| 5Y | +20.8% | +7.8% | +12.9% | -13.9% |
| All | +61.0% | +37.7% | +23.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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