-30.7%
CIFR vs WPM
+188.9%
-219.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +4.8% | -3.6% | +8.4% | +6.4% |
| 30D | -31.0% | +1.4% | -32.4% | -32.1% |
| 3M | -58.7% | -0.2% | -58.5% | -59.0% |
| 6M | -67.7% | -7.3% | -60.4% | -67.1% |
| YTD | -53.5% | +12.3% | -65.9% | -55.8% |
| 1Y | -54.1% | +24.9% | -79.0% | -57.8% |
| 3Y | +138.2% | +210.4% | -72.2% | +54.0% |
| 5Y | -18.5% | +210.4% | -228.9% | -48.7% |
| All | -30.7% | +188.9% | -219.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling