+51.0%
CIFR vs WELL
+207.3%
-156.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.1% |
| 7D | +16.9% | -0.8% | +17.7% | +17.3% |
| 30D | -5.2% | -0.1% | -5.1% | -5.4% |
| 3M | -30.6% | +18.0% | -48.6% | -38.2% |
| 6M | +10.6% | +15.0% | -4.4% | -0.8% |
| YTD | +20.2% | +28.6% | -8.4% | -0.2% |
| 1Y | +139.7% | +42.9% | +96.8% | +83.9% |
| 3Y | +489.4% | +203.0% | +286.4% | +140.5% |
| All | +51.0% | +207.3% | -156.4% | -41.9% |
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