-33.9%
CIFR vs WM
+126.7%
-160.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.1% | +20.0% | +17.2% |
| 7D | -10.2% | +1.2% | -11.4% | -9.6% |
| 30D | -55.0% | +13.1% | -68.1% | -53.2% |
| 3M | -64.1% | +3.6% | -67.7% | -63.3% |
| 6M | -70.1% | +8.1% | -78.2% | -69.3% |
| YTD | -55.7% | +8.9% | -64.6% | -54.4% |
| 1Y | -69.9% | +20.3% | -90.2% | -69.0% |
| 3Y | +68.7% | +46.2% | +22.5% | +72.3% |
| 5Y | -26.2% | +59.9% | -86.1% | -24.9% |
| All | -33.9% | +126.7% | -160.5% | -32.6% |
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