+79.2%
CIFR vs WFC
+353.5%
-274.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.5% |
| 7D | +16.9% | +3.8% | +13.2% | +13.7% |
| 30D | -5.2% | +1.5% | -6.7% | -6.6% |
| 3M | -30.6% | +10.9% | -41.4% | -36.4% |
| 6M | +10.6% | +8.4% | +2.2% | +2.8% |
| YTD | +20.2% | -1.9% | +22.1% | +20.3% |
| 1Y | +139.7% | +12.3% | +127.4% | +117.9% |
| 3Y | +489.4% | +132.3% | +357.0% | +295.1% |
| 5Y | +54.4% | +130.1% | -75.7% | +6.0% |
| All | +79.2% | +353.5% | -274.3% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling