+87.0%
CIFR vs WING
-5.5%
+92.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +26.7% | -0.1% | +26.8% | +26.6% |
| 30D | +7.7% | -6.0% | +13.8% | +8.7% |
| 3M | -23.8% | -23.5% | -0.3% | -18.0% |
| 6M | +35.9% | -52.0% | +87.9% | +74.5% |
| YTD | +25.4% | -53.8% | +79.2% | +60.2% |
| 1Y | +139.8% | -63.8% | +203.6% | +233.5% |
| 3Y | +515.0% | -30.8% | +545.7% | +433.5% |
| 5Y | +52.1% | -34.3% | +86.4% | +9.5% |
| All | +87.0% | -5.5% | +92.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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