+118.3%
CIFR vs WEC
+60.5%
+57.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +4.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.2% |
| 30D | -49.6% | +12.9% | -62.6% | -47.7% |
| 3M | -60.4% | +9.8% | -70.2% | -59.0% |
| 6M | -66.9% | +6.7% | -73.6% | -66.0% |
| YTD | -53.9% | +14.0% | -67.8% | -52.1% |
| 1Y | -67.1% | +7.3% | -74.4% | -66.1% |
| 3Y | +118.3% | +63.8% | +54.5% | +129.9% |
| All | +118.3% | +60.5% | +57.7% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling