+61.0%
CIFR vs WU
-51.3%
+112.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.4% |
| 7D | -8.2% | -5.0% | -3.3% | -6.2% |
| 30D | -7.4% | -2.3% | -5.1% | -6.9% |
| 3M | -24.2% | -3.2% | -20.9% | -27.3% |
| 6M | +14.2% | -25.0% | +39.2% | +26.9% |
| YTD | +8.0% | -21.7% | +29.7% | +14.9% |
| 1Y | +55.5% | -9.0% | +64.5% | +48.0% |
| 3Y | +429.6% | -28.9% | +458.4% | +479.6% |
| 5Y | +20.8% | -51.0% | +71.8% | +55.3% |
| All | +61.0% | -51.3% | +112.3% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling