+61.0%
CIFR vs WCC
+677.8%
-616.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.4% | -3.5% |
| 7D | -8.2% | +1.7% | -9.9% | -9.1% |
| 30D | -7.4% | -6.1% | -1.3% | -2.8% |
| 3M | -24.2% | +3.1% | -27.3% | -24.0% |
| 6M | +14.2% | +28.2% | -14.1% | +0.7% |
| YTD | +8.0% | +41.1% | -33.1% | -9.9% |
| 1Y | +55.5% | +61.3% | -5.8% | +19.7% |
| 3Y | +429.6% | +123.6% | +305.9% | +253.6% |
| 5Y | +20.8% | +214.8% | -194.0% | -28.0% |
| All | +61.0% | +677.8% | -616.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling