+51.0%
CIFR vs WM
+52.1%
-1.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +1.8% |
| 7D | +16.9% | -0.3% | +17.2% | +16.8% |
| 30D | -5.2% | -2.4% | -2.8% | -5.7% |
| 3M | -30.6% | +0.4% | -31.0% | -30.8% |
| 6M | +10.6% | -9.5% | +20.1% | +10.4% |
| YTD | +20.2% | +0.5% | +19.7% | +19.8% |
| 1Y | +139.7% | -1.1% | +140.8% | +140.0% |
| 3Y | +489.4% | +46.0% | +443.3% | +473.1% |
| All | +51.0% | +52.1% | -1.2% | +36.6% |
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 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