+138.2%
CIFR vs WY
-23.6%
+161.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | -31.0% | +10.1% | -41.1% | -34.5% |
| 3M | -58.7% | -15.4% | -43.3% | -56.0% |
| 6M | -67.7% | -8.3% | -59.4% | -67.9% |
| YTD | -53.5% | -9.8% | -43.7% | -53.4% |
| 1Y | -54.1% | -3.9% | -50.2% | -56.1% |
| 3Y | +138.2% | -23.3% | +161.5% | +189.1% |
| All | +138.2% | -23.6% | +161.8% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling