+471.3%
CIFR vs WTW
+61.8%
+409.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.2% | -5.7% |
| 7D | -8.2% | -7.8% | -0.4% | -8.3% |
| 30D | -7.4% | -7.9% | +0.5% | -7.4% |
| 3M | -24.2% | +19.9% | -44.1% | -23.0% |
| 6M | +14.2% | +9.8% | +4.4% | +16.9% |
| YTD | +8.0% | -3.3% | +11.3% | +13.0% |
| 1Y | +55.5% | -3.3% | +58.8% | +62.6% |
| All | +471.3% | +61.8% | +409.5% | +451.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling