-71.1%
CIFR vs WULF
-22.8%
-48.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -6.6% | -13.3% | -13.3% |
| 7D | -26.7% | -12.8% | -13.9% | -14.5% |
| 30D | -58.0% | -20.9% | -37.1% | -46.5% |
| 3M | -68.1% | -38.0% | -30.1% | -47.6% |
| 6M | -63.7% | -47.5% | -16.2% | -28.5% |
| YTD | -56.0% | +1.8% | -57.8% | -52.5% |
| 1Y | -71.1% | -22.1% | -49.1% | -60.9% |
| All | -71.1% | -22.8% | -48.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1y: compounded portfolio wealth divided by compounded WULF 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…
1y analysis · Full analysis span regression · 6 months rolling