+41.6%
CIFR vs WY
-20.1%
+61.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +5.4% |
| 7D | +26.7% | -2.1% | +28.8% | +28.5% |
| 30D | +7.7% | -10.5% | +18.2% | +16.6% |
| 3M | -23.8% | -4.9% | -18.9% | -23.9% |
| 6M | +35.9% | -4.9% | +40.8% | +36.3% |
| YTD | +25.4% | -1.7% | +27.1% | +21.4% |
| 1Y | +139.8% | -9.4% | +149.1% | +145.2% |
| 3Y | +515.0% | -22.3% | +537.3% | +623.8% |
| All | +41.6% | -20.1% | +61.7% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling