+79.2%
CIFR vs WPM
+240.6%
-161.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.6% |
| 7D | +16.9% | +1.1% | +15.9% | +16.6% |
| 30D | -5.2% | +26.4% | -31.5% | -14.6% |
| 3M | -30.6% | +20.8% | -51.4% | -36.4% |
| 6M | +10.6% | +1.1% | +9.5% | +8.7% |
| YTD | +20.2% | +32.5% | -12.3% | +7.2% |
| 1Y | +139.7% | +51.5% | +88.2% | +102.5% |
| 3Y | +489.4% | +267.0% | +222.4% | +256.1% |
| 5Y | +54.4% | +250.1% | -195.7% | -8.8% |
| All | +79.2% | +240.6% | -161.4% | +4.9% |
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