+61.0%
CIFR vs WCN
+61.7%
-0.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -5.6% |
| 7D | -8.2% | -4.4% | -3.8% | -8.0% |
| 30D | -7.4% | -4.4% | -2.9% | -7.2% |
| 3M | -24.2% | +0.5% | -24.6% | -25.1% |
| 6M | +14.2% | -3.3% | +17.4% | +13.6% |
| YTD | +8.0% | -8.5% | +16.5% | +9.1% |
| 1Y | +55.5% | -8.9% | +64.4% | +56.5% |
| 3Y | +429.6% | +18.0% | +411.5% | +369.7% |
| 5Y | +20.8% | +25.0% | -4.3% | +2.3% |
| All | +61.0% | +61.7% | -0.7% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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