-71.1%
CIFR vs WFC
+2.7%
-73.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.2% | -22.2% | -20.9% |
| 7D | -26.7% | +4.5% | -31.2% | -28.4% |
| 30D | -58.0% | +7.4% | -65.4% | -59.5% |
| 3M | -68.1% | -0.5% | -67.6% | -68.2% |
| 6M | -63.7% | +11.7% | -75.4% | -67.0% |
| YTD | -56.0% | -4.6% | -51.3% | -53.1% |
| 1Y | -71.1% | +2.5% | -73.7% | -74.1% |
| All | -71.1% | +2.7% | -73.8% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling