-43.9%
CIFR vs WM
+131.5%
-175.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +1.2% | -15.8% | -14.2% |
| 7D | -31.5% | +4.5% | -36.0% | -30.3% |
| 30D | -64.2% | +16.1% | -80.3% | -62.5% |
| 3M | -70.3% | +8.0% | -78.4% | -69.4% |
| 6M | -74.9% | +8.4% | -83.3% | -74.0% |
| YTD | -62.4% | +11.2% | -73.6% | -61.1% |
| 1Y | -77.5% | +22.3% | -99.9% | -76.8% |
| 3Y | +35.4% | +50.2% | -14.9% | +39.1% |
| 5Y | -37.4% | +63.3% | -100.7% | -35.9% |
| All | -43.9% | +131.5% | -175.4% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling