+70.7%
CIFR vs WELL
+415.1%
-344.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.5% |
| 7D | +11.3% | -1.1% | +12.5% | +11.8% |
| 30D | +3.5% | +0.7% | +2.7% | +3.1% |
| 3M | -26.6% | +14.5% | -41.2% | -31.1% |
| 6M | +18.1% | +14.4% | +3.7% | +10.0% |
| YTD | +14.5% | +28.5% | -14.0% | +1.2% |
| 1Y | +83.3% | +41.8% | +41.5% | +54.5% |
| 3Y | +461.5% | +202.8% | +258.6% | +224.8% |
| 5Y | +29.3% | +208.8% | -179.5% | -28.2% |
| All | +70.7% | +415.1% | -344.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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