-26.9%
CIFR vs WELL
+227.7%
-254.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.1% | +3.7% |
| 7D | -0.7% | +3.5% | -4.2% | -2.2% |
| 30D | -49.6% | +9.7% | -59.3% | -52.0% |
| 3M | -60.4% | +4.8% | -65.2% | -61.5% |
| 6M | -66.9% | +16.1% | -82.9% | -70.1% |
| YTD | -53.9% | +34.7% | -88.6% | -62.4% |
| 1Y | -67.1% | +31.9% | -99.0% | -72.9% |
| 3Y | +118.3% | +209.9% | -91.6% | -9.4% |
| 5Y | -26.9% | +226.5% | -253.4% | -72.6% |
| All | -26.9% | +227.7% | -254.6% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling