-28.2%
CIFR vs WMB
+371.5%
-399.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.2% | +6.7% | +7.5% |
| 7D | +9.4% | +1.6% | +7.8% | +8.8% |
| 30D | -45.3% | -7.1% | -38.2% | -41.9% |
| 3M | -58.7% | -4.0% | -54.7% | -57.2% |
| 6M | -64.9% | -5.7% | -59.2% | -63.4% |
| YTD | -51.8% | +17.2% | -69.0% | -55.8% |
| 1Y | -61.9% | +17.2% | -79.1% | -64.9% |
| 3Y | +138.6% | +121.1% | +17.5% | +76.1% |
| 5Y | -13.0% | +197.2% | -210.2% | -36.7% |
| All | -28.2% | +371.5% | -399.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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