+87.0%
CIFR vs WTW
+63.4%
+23.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +5.1% |
| 7D | +26.7% | -2.7% | +29.4% | +27.6% |
| 30D | +7.7% | -5.6% | +13.4% | +9.3% |
| 3M | -23.8% | +26.5% | -50.3% | -29.0% |
| 6M | +35.9% | +8.1% | +27.8% | +32.5% |
| YTD | +25.4% | -0.3% | +25.7% | +25.0% |
| 1Y | +139.8% | -0.9% | +140.6% | +139.5% |
| 3Y | +515.0% | +66.6% | +448.3% | +365.2% |
| 5Y | +52.1% | +54.0% | -1.9% | +16.5% |
| All | +87.0% | +63.4% | +23.5% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling