+138.2%
CIFR vs WSM
+260.3%
-122.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.5% | -4.8% |
| 7D | +4.8% | 0.0% | +4.8% | +4.7% |
| 30D | -31.0% | +5.1% | -36.1% | -33.7% |
| 3M | -58.7% | +5.1% | -63.8% | -60.5% |
| 6M | -67.7% | +48.6% | -116.3% | -74.9% |
| YTD | -53.5% | +44.2% | -97.7% | -62.7% |
| 1Y | -54.1% | +38.1% | -92.1% | -62.4% |
| 3Y | +138.2% | +257.2% | -119.0% | +55.1% |
| All | +138.2% | +260.3% | -122.1% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling