+87.0%
CIFR vs WCN
+65.5%
+21.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.4% |
| 7D | +26.7% | -0.4% | +27.1% | +26.7% |
| 30D | +7.7% | -2.1% | +9.9% | +7.8% |
| 3M | -23.8% | +6.4% | -30.2% | -25.3% |
| 6M | +35.9% | -3.7% | +39.6% | +36.2% |
| YTD | +25.4% | -6.4% | +31.8% | +26.6% |
| 1Y | +139.8% | -7.9% | +147.7% | +142.1% |
| 3Y | +515.0% | +20.8% | +494.1% | +444.8% |
| 5Y | +52.1% | +29.0% | +23.1% | +28.8% |
| All | +87.0% | +65.5% | +21.5% | +58.5% |
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