+87.0%
CIFR vs WSM
+385.6%
-298.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +26.7% | +2.6% | +24.1% | +25.1% |
| 30D | +7.7% | -9.5% | +17.3% | +13.0% |
| 3M | -23.8% | +12.9% | -36.7% | -29.6% |
| 6M | +35.9% | +23.0% | +12.9% | +21.2% |
| YTD | +25.4% | +28.9% | -3.5% | +9.8% |
| 1Y | +139.8% | +13.7% | +126.1% | +122.7% |
| 3Y | +515.0% | +232.6% | +282.3% | +233.0% |
| 5Y | +52.1% | +185.9% | -133.8% | -18.7% |
| All | +87.0% | +385.6% | -298.6% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling