+70.7%
CIFR vs WCC
+703.8%
-633.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.4% | -7.8% |
| 7D | +11.3% | +6.8% | +4.5% | +6.8% |
| 30D | +3.5% | -3.0% | +6.5% | +6.2% |
| 3M | -26.6% | +0.2% | -26.8% | -25.2% |
| 6M | +18.1% | +33.2% | -15.1% | +1.5% |
| YTD | +14.5% | +45.8% | -31.3% | -6.7% |
| 1Y | +83.3% | +68.4% | +14.9% | +37.1% |
| 3Y | +461.5% | +131.1% | +330.3% | +266.5% |
| 5Y | +29.3% | +225.6% | -196.3% | -24.6% |
| All | +70.7% | +703.8% | -633.1% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling