-25.3%
CIFR vs WU
-41.3%
+16.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.5% |
| 7D | -19.6% | +11.0% | -30.6% | -23.6% |
| 30D | -51.7% | +13.4% | -65.1% | -54.6% |
| 3M | -60.0% | +2.2% | -62.2% | -61.1% |
| 6M | -68.2% | -18.2% | -50.0% | -66.6% |
| YTD | -55.8% | -18.3% | -37.5% | -54.3% |
| 1Y | -66.8% | -12.2% | -54.6% | -67.6% |
| 3Y | +119.1% | -20.8% | +139.9% | +124.1% |
| 5Y | -25.3% | -42.6% | +17.3% | -10.1% |
| All | -25.3% | -41.3% | +16.0% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling