+515.0%
CIFR vs WU
-27.2%
+542.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.1% |
| 7D | +26.7% | -0.8% | +27.5% | +26.9% |
| 30D | +7.7% | -1.1% | +8.9% | +7.7% |
| 3M | -23.8% | -1.8% | -22.0% | -27.5% |
| 6M | +35.9% | -23.9% | +59.8% | +49.8% |
| YTD | +25.4% | -20.4% | +45.8% | +31.9% |
| 1Y | +139.8% | -10.6% | +150.3% | +125.8% |
| 3Y | +515.0% | -27.7% | +542.7% | +516.1% |
| All | +515.0% | -27.2% | +542.2% | +516.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling