+515.0%
CIFR vs WCC
+137.6%
+377.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.9% | +1.9% |
| 7D | +26.7% | +8.5% | +18.2% | +17.1% |
| 30D | +7.7% | -1.0% | +8.7% | +9.3% |
| 3M | -23.8% | +2.1% | -25.9% | -23.8% |
| 6M | +35.9% | +36.8% | -0.9% | +3.7% |
| YTD | +25.4% | +47.7% | -22.3% | -11.4% |
| 1Y | +139.8% | +66.5% | +73.3% | +49.6% |
| 3Y | +515.0% | +134.2% | +380.8% | +196.8% |
| All | +515.0% | +137.6% | +377.3% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling