+70.2%
CIFR vs WTW
+58.5%
+11.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -5.0% | -5.7% | +0.7% | -3.4% |
| 30D | -5.7% | -7.3% | +1.5% | -3.8% |
| 3M | -25.5% | +21.5% | -47.0% | -29.7% |
| 6M | +19.4% | +9.6% | +9.8% | +15.5% |
| YTD | +14.2% | -3.3% | +17.4% | +14.8% |
| 1Y | +69.0% | -6.1% | +75.1% | +72.6% |
| 3Y | +503.9% | +61.8% | +442.1% | +360.7% |
| 5Y | +27.7% | +42.7% | -15.0% | -0.9% |
| All | +70.2% | +58.5% | +11.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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