-30.7%
CIFR vs WCN
+97.1%
-127.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | +2.6% | +2.2% | +5.0% |
| 30D | -31.0% | +23.9% | -54.9% | -30.7% |
| 3M | -58.7% | +17.4% | -76.1% | -58.5% |
| 6M | -67.7% | +28.0% | -95.7% | -68.3% |
| YTD | -53.5% | +11.6% | -65.1% | -52.8% |
| 1Y | -54.1% | +16.9% | -70.9% | -54.2% |
| 3Y | +138.2% | +51.6% | +86.6% | +108.1% |
| 5Y | -18.5% | +48.0% | -66.5% | -30.9% |
| All | -30.7% | +97.1% | -127.8% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling