+69.0%
CIFR vs WTW
-3.2%
+72.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -5.0% | -5.7% | +0.7% | -6.7% |
| 30D | -5.7% | -7.3% | +1.5% | -7.8% |
| 3M | -25.5% | +21.5% | -47.0% | -17.4% |
| 6M | +19.4% | +9.6% | +9.8% | +31.0% |
| YTD | +14.2% | -3.3% | +17.4% | +26.7% |
| 1Y | +69.0% | -6.1% | +75.1% | +99.3% |
| All | +69.0% | -3.2% | +72.2% | +99.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling