+43.0%
CIFR vs WM
+50.2%
-7.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +1.2% | -15.8% | -13.8% |
| 7D | -31.5% | +4.5% | -36.0% | -29.0% |
| 30D | -64.2% | +16.1% | -80.3% | -60.4% |
| 3M | -70.3% | +8.0% | -78.4% | -68.3% |
| 6M | -74.9% | +8.4% | -83.3% | -73.0% |
| YTD | -62.4% | +11.2% | -73.6% | -59.4% |
| 1Y | -77.5% | +22.3% | -99.9% | -75.7% |
| All | +43.0% | +50.2% | -7.2% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling