-15.1%
CIFR vs WCN
+48.2%
-63.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +28.8% | +1.2% | +27.6% | +29.0% |
| 30D | -36.9% | +26.4% | -63.4% | -37.1% |
| 3M | -60.0% | +17.5% | -77.5% | -59.9% |
| 6M | -64.4% | +28.7% | -93.1% | -65.4% |
| YTD | -51.6% | +11.5% | -63.1% | -51.0% |
| 1Y | -58.9% | +15.9% | -74.7% | -59.1% |
| 3Y | +139.9% | +51.6% | +88.4% | +97.5% |
| 5Y | -15.1% | +47.9% | -63.0% | -36.8% |
| All | -15.1% | +48.2% | -63.3% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling