-59.1%
CIFR vs WOLF
+58.7%
-117.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.5% | +3.4% | +6.5% |
| 7D | +9.4% | +21.5% | -12.1% | +1.0% |
| 30D | -45.3% | -1.2% | -44.1% | -44.8% |
| 3M | -58.7% | -8.2% | -50.5% | -57.6% |
| 6M | -64.9% | -45.0% | -20.0% | -59.4% |
| YTD | -51.8% | +59.0% | -110.8% | -68.1% |
| All | -59.1% | +58.7% | -117.8% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling