+79.2%
CIFR vs WMB
+403.6%
-324.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +16.9% | +0.6% | +16.4% | +16.4% |
| 30D | -5.2% | +3.3% | -8.4% | -7.5% |
| 3M | -30.6% | +3.1% | -33.7% | -32.2% |
| 6M | +10.6% | -0.7% | +11.3% | +10.3% |
| YTD | +20.2% | +25.2% | -5.0% | +4.3% |
| 1Y | +139.7% | +32.9% | +106.9% | +100.3% |
| 3Y | +489.4% | +140.6% | +348.8% | +309.9% |
| 5Y | +54.4% | +273.5% | -219.1% | +7.2% |
| All | +79.2% | +403.6% | -324.4% | +23.6% |
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