-28.2%
CIFR vs WFC
+335.1%
-363.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.8% | +8.8% |
| 7D | +9.4% | -1.3% | +10.7% | +10.8% |
| 30D | -45.3% | +3.6% | -48.9% | -46.9% |
| 3M | -58.7% | -1.3% | -57.4% | -58.8% |
| 6M | -64.9% | +18.0% | -82.9% | -69.9% |
| YTD | -51.8% | -5.9% | -46.0% | -50.7% |
| 1Y | -61.9% | +1.8% | -63.7% | -63.3% |
| 3Y | +138.6% | +125.0% | +13.6% | +62.6% |
| 5Y | -13.0% | +92.0% | -104.9% | -38.7% |
| All | -28.2% | +335.1% | -363.2% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling