-27.8%
CIFR vs WEC
+42.1%
-69.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +28.8% | -0.7% | +29.5% | +28.8% |
| 30D | -36.9% | +11.0% | -47.9% | -37.3% |
| 3M | -60.0% | +8.6% | -68.6% | -60.2% |
| 6M | -64.4% | +6.2% | -70.5% | -64.5% |
| YTD | -51.6% | +14.3% | -65.8% | -52.3% |
| 1Y | -58.9% | +8.4% | -67.2% | -59.2% |
| 3Y | +139.9% | +62.9% | +77.1% | +117.4% |
| 5Y | -15.1% | +55.8% | -70.9% | -21.7% |
| All | -27.8% | +42.1% | -69.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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