+515.0%
CIFR vs WY
-23.0%
+537.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +5.0% |
| 7D | +26.7% | -2.1% | +28.8% | +27.9% |
| 30D | +7.7% | -10.5% | +18.2% | +13.7% |
| 3M | -23.8% | -4.9% | -18.9% | -23.9% |
| 6M | +35.9% | -4.9% | +40.8% | +36.1% |
| YTD | +25.4% | -1.7% | +27.1% | +22.1% |
| 1Y | +139.8% | -9.4% | +149.1% | +146.2% |
| 3Y | +515.0% | -22.3% | +537.3% | +582.1% |
| All | +515.0% | -23.0% | +537.9% | +582.1% |
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