-27.8%
CIFR vs WWD
+309.3%
-337.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.9% |
| 7D | +28.8% | +8.2% | +20.7% | +22.5% |
| 30D | -36.9% | -0.2% | -36.8% | -36.1% |
| 3M | -60.0% | -8.4% | -51.6% | -57.0% |
| 6M | -64.4% | -9.5% | -54.8% | -61.8% |
| YTD | -51.6% | +10.1% | -61.6% | -53.6% |
| 1Y | -58.9% | +21.6% | -80.4% | -62.9% |
| 3Y | +139.9% | +149.6% | -9.6% | +48.3% |
| 5Y | -15.1% | +191.3% | -206.4% | -53.3% |
| All | -27.8% | +309.3% | -337.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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