+61.0%
CIFR vs WSM
+376.9%
-315.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -4.8% |
| 7D | -8.2% | +0.4% | -8.7% | -8.4% |
| 30D | -7.4% | -10.7% | +3.3% | -2.1% |
| 3M | -24.2% | +8.5% | -32.6% | -28.4% |
| 6M | +14.2% | +19.6% | -5.5% | +3.3% |
| YTD | +8.0% | +26.6% | -18.6% | -4.5% |
| 1Y | +55.5% | +12.0% | +43.6% | +45.6% |
| 3Y | +429.6% | +226.6% | +202.9% | +189.5% |
| 5Y | +20.8% | +174.1% | -153.4% | -34.8% |
| All | +61.0% | +376.9% | -315.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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