+87.0%
CIFR vs WULF
+464.7%
-377.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.2% | -3.8% | +0.8% |
| 7D | +26.7% | +21.9% | +4.8% | +16.7% |
| 30D | +7.7% | +4.6% | +3.2% | +7.0% |
| 3M | -23.8% | -30.9% | +7.1% | -7.5% |
| 6M | +35.9% | +29.9% | +6.0% | +30.0% |
| YTD | +25.4% | +55.4% | -30.0% | +13.8% |
| 1Y | +139.8% | +94.1% | +45.6% | +104.4% |
| 3Y | +515.0% | +892.2% | -377.3% | +202.4% |
| 5Y | +52.1% | -26.7% | +78.8% | -24.6% |
| All | +87.0% | +464.7% | -377.7% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling