+83.3%
CIFR vs WFC
+15.5%
+67.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.9% | -10.6% | -10.1% |
| 7D | +11.3% | +0.4% | +10.9% | +10.7% |
| 30D | +3.5% | +2.5% | +1.0% | +1.2% |
| 3M | -26.6% | +10.0% | -36.6% | -32.9% |
| 6M | +18.1% | +15.1% | +3.0% | +2.0% |
| YTD | +14.5% | -2.2% | +16.7% | +19.9% |
| 1Y | +83.3% | +13.5% | +69.8% | +61.7% |
| All | +83.3% | +15.5% | +67.8% | +61.7% |
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