-25.3%
CIFR vs WM
+61.6%
-86.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.0% |
| 7D | -19.6% | +1.2% | -20.7% | -19.0% |
| 30D | -51.7% | +13.7% | -65.4% | -49.5% |
| 3M | -60.0% | +5.2% | -65.2% | -58.9% |
| 6M | -68.2% | +11.2% | -79.4% | -67.2% |
| YTD | -55.8% | +9.4% | -65.2% | -54.4% |
| 1Y | -66.8% | +20.4% | -87.2% | -65.9% |
| 3Y | +119.1% | +44.7% | +74.4% | +121.1% |
| 5Y | -25.3% | +58.5% | -83.8% | -26.8% |
| All | -25.3% | +61.6% | -86.9% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling