+324.4%
CIFR vs WETO
-99.4%
+423.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.4% | +11.1% | +5.8% |
| 7D | -5.0% | -4.3% | -0.7% | -5.0% |
| 30D | -5.7% | -39.9% | +34.2% | -8.3% |
| 3M | -25.5% | -97.9% | +72.4% | -22.1% |
| 6M | +19.4% | -95.0% | +114.5% | +16.4% |
| YTD | +14.2% | -97.2% | +111.3% | +15.2% |
| 1Y | +69.0% | -98.9% | +167.9% | +77.1% |
| All | +324.4% | -99.4% | +423.8% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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