+70.2%
CIFR vs WULF
+429.3%
-359.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +4.1% |
| 7D | -5.0% | +1.4% | -6.4% | -5.4% |
| 30D | -5.7% | -2.6% | -3.1% | -3.3% |
| 3M | -25.5% | -34.0% | +8.4% | -7.8% |
| 6M | +19.4% | +10.0% | +9.4% | +22.7% |
| YTD | +14.2% | +45.7% | -31.5% | +6.7% |
| 1Y | +69.0% | +57.3% | +11.7% | +55.9% |
| 3Y | +503.9% | +878.9% | -375.0% | +202.4% |
| 5Y | +27.7% | -28.3% | +56.0% | -34.8% |
| All | +70.2% | +429.3% | -359.1% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling