-31.2%
CIFR vs WWD
+310.6%
-341.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +0.7% |
| 7D | -0.7% | +4.2% | -4.9% | -2.1% |
| 30D | -49.6% | -0.8% | -48.9% | -48.7% |
| 3M | -60.4% | -8.2% | -52.2% | -57.5% |
| 6M | -66.9% | -9.8% | -57.0% | -64.4% |
| YTD | -53.9% | +10.4% | -64.3% | -55.9% |
| 1Y | -67.1% | +25.5% | -92.6% | -71.0% |
| 3Y | +118.3% | +155.8% | -37.5% | +33.5% |
| 5Y | -26.9% | +187.3% | -214.2% | -59.8% |
| All | -31.2% | +310.6% | -341.8% | -62.7% |
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 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