+61.0%
CIFR vs WFC
+350.9%
-289.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.5% |
| 7D | -8.2% | +0.3% | -8.5% | -8.7% |
| 30D | -7.4% | +2.3% | -9.7% | -9.5% |
| 3M | -24.2% | +9.8% | -33.9% | -30.1% |
| 6M | +14.2% | +15.6% | -1.4% | +0.6% |
| YTD | +8.0% | -2.4% | +10.4% | +8.3% |
| 1Y | +55.5% | +13.8% | +41.7% | +39.6% |
| 3Y | +429.6% | +134.6% | +294.9% | +253.8% |
| 5Y | +20.8% | +127.9% | -107.2% | -17.0% |
| All | +61.0% | +350.9% | -289.9% | +9.9% |
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