-28.2%
CIFR vs WPM
+198.0%
-226.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.6% | +9.2% |
| 7D | +9.4% | +3.1% | +6.3% | +8.1% |
| 30D | -45.3% | -1.8% | -43.5% | -45.2% |
| 3M | -58.7% | +1.0% | -59.7% | -59.1% |
| 6M | -64.9% | -5.4% | -59.5% | -64.6% |
| YTD | -51.8% | +15.9% | -67.7% | -54.8% |
| 1Y | -61.9% | +30.8% | -92.7% | -65.7% |
| 3Y | +138.6% | +222.6% | -84.1% | +51.9% |
| 5Y | -13.0% | +227.4% | -240.3% | -45.9% |
| All | -28.2% | +198.0% | -226.2% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling