-71.1%
CIFR vs WDAY
-14.6%
-56.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.0% | -21.9% | -18.9% |
| 7D | -26.7% | -1.2% | -25.5% | -27.1% |
| 30D | -58.0% | +6.8% | -64.8% | -56.3% |
| 3M | -68.1% | +17.8% | -85.9% | -64.1% |
| 6M | -63.7% | +57.8% | -121.5% | -51.5% |
| YTD | -56.0% | -6.0% | -49.9% | -41.1% |
| 1Y | -71.1% | -13.5% | -57.6% | -61.1% |
| All | -71.1% | -14.6% | -56.5% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1y: compounded portfolio wealth divided by compounded WDAY 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…
1y analysis · Full analysis span regression · 6 months rolling