+45.8%
CIFR vs WFC
+130.3%
-84.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.3% |
| 7D | +16.9% | +3.8% | +13.2% | +12.7% |
| 30D | -5.2% | +1.5% | -6.7% | -7.0% |
| 3M | -30.6% | +10.9% | -41.4% | -38.2% |
| 6M | +10.6% | +8.4% | +2.2% | +0.2% |
| YTD | +20.2% | -1.9% | +22.1% | +19.9% |
| 1Y | +139.7% | +12.3% | +127.4% | +109.5% |
| 3Y | +489.4% | +132.3% | +357.0% | +220.0% |
| All | +45.8% | +130.3% | -84.6% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling