-27.8%
CIFR vs WM
+134.2%
-162.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +1.1% |
| 7D | +28.8% | +1.2% | +27.7% | +29.4% |
| 30D | -36.9% | +15.2% | -52.2% | -33.9% |
| 3M | -60.0% | +8.3% | -68.3% | -58.6% |
| 6M | -64.4% | +13.1% | -77.5% | -62.9% |
| YTD | -51.6% | +12.5% | -64.1% | -49.6% |
| 1Y | -58.9% | +21.8% | -80.6% | -57.2% |
| 3Y | +139.9% | +48.8% | +91.2% | +147.9% |
| 5Y | -15.1% | +62.1% | -77.2% | -12.8% |
| All | -27.8% | +134.2% | -162.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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