-28.2%
CIFR vs WM
+130.5%
-158.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +9.3% |
| 7D | +9.4% | +0.8% | +8.6% | +9.8% |
| 30D | -45.3% | +13.8% | -59.1% | -42.9% |
| 3M | -58.7% | +6.4% | -65.1% | -57.5% |
| 6M | -64.9% | +13.2% | -78.2% | -63.7% |
| YTD | -51.8% | +10.8% | -62.6% | -50.2% |
| 1Y | -61.9% | +20.2% | -82.1% | -60.6% |
| 3Y | +138.6% | +46.5% | +92.1% | +145.2% |
| 5Y | -13.0% | +61.3% | -74.2% | -11.0% |
| All | -28.2% | +130.5% | -158.7% | -26.4% |
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