-28.2%
CIFR vs WWD
+317.5%
-345.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.3% | +7.6% | +8.0% |
| 7D | +9.4% | +3.7% | +5.7% | +7.5% |
| 30D | -45.3% | +1.8% | -47.1% | -45.3% |
| 3M | -58.7% | -5.0% | -53.7% | -56.7% |
| 6M | -64.9% | -8.4% | -56.5% | -62.7% |
| YTD | -51.8% | +12.3% | -64.1% | -54.5% |
| 1Y | -61.9% | +26.2% | -88.2% | -66.6% |
| 3Y | +138.6% | +154.6% | -16.0% | +45.6% |
| 5Y | -13.0% | +195.3% | -208.2% | -52.7% |
| All | -28.2% | +317.5% | -345.7% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling