+20.8%
CIFR vs WULF
-35.5%
+56.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.8% | +0.1% | -2.8% |
| 7D | -8.2% | -0.6% | -7.7% | -7.9% |
| 30D | -7.4% | -3.6% | -3.7% | -4.3% |
| 3M | -24.2% | -30.4% | +6.2% | -5.4% |
| 6M | +14.2% | +12.5% | +1.7% | +15.8% |
| YTD | +8.0% | +40.5% | -32.5% | +0.5% |
| 1Y | +55.5% | +53.0% | +2.5% | +41.2% |
| 3Y | +429.6% | +796.7% | -367.1% | +121.6% |
| 5Y | +20.8% | -30.9% | +51.6% | -49.5% |
| All | +20.8% | -35.5% | +56.3% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling