-31.2%
CIFR vs WM
+127.0%
-158.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.1% |
| 7D | -0.7% | -0.5% | -0.3% | -0.5% |
| 30D | -49.6% | +13.3% | -62.9% | -47.6% |
| 3M | -60.4% | +4.4% | -64.7% | -59.4% |
| 6M | -66.9% | +10.8% | -77.7% | -65.9% |
| YTD | -53.9% | +9.1% | -62.9% | -52.5% |
| 1Y | -67.1% | +19.1% | -86.2% | -66.2% |
| 3Y | +118.3% | +45.7% | +72.6% | +123.1% |
| 5Y | -26.9% | +60.4% | -87.3% | -25.5% |
| All | -31.2% | +127.0% | -158.2% | -29.9% |
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