-27.8%
CIFR vs WING
+37.5%
-65.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +2.1% |
| 7D | +28.8% | -3.9% | +32.7% | +30.3% |
| 30D | -36.9% | +26.6% | -63.6% | -43.1% |
| 3M | -60.0% | +42.5% | -102.5% | -66.1% |
| 6M | -64.4% | +29.4% | -93.8% | -69.5% |
| YTD | -51.6% | -32.8% | -18.8% | -47.3% |
| 1Y | -58.9% | -33.5% | -25.4% | -55.5% |
| 3Y | +139.9% | -23.4% | +163.3% | +107.2% |
| 5Y | -15.1% | -0.4% | -14.6% | -48.4% |
| All | -27.8% | +37.5% | -65.3% | -57.2% |
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