-31.2%
CIFR vs WMB
+354.6%
-385.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +1.6% |
| 7D | -0.7% | -6.7% | +5.9% | +5.2% |
| 30D | -49.6% | -8.6% | -41.1% | -45.9% |
| 3M | -60.4% | -4.9% | -55.4% | -58.6% |
| 6M | -66.9% | -6.3% | -60.6% | -65.3% |
| YTD | -53.9% | +13.0% | -66.8% | -56.6% |
| 1Y | -67.1% | +14.9% | -82.0% | -69.3% |
| 3Y | +118.3% | +113.4% | +4.9% | +64.9% |
| 5Y | -26.9% | +190.2% | -217.0% | -45.5% |
| All | -31.2% | +354.6% | -385.8% | -48.6% |
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