+79.2%
CIFR vs WY
-2.0%
+81.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | +16.9% | -1.7% | +18.7% | +18.1% |
| 30D | -5.2% | -10.1% | +4.9% | +1.1% |
| 3M | -30.6% | -5.1% | -25.4% | -30.3% |
| 6M | +10.6% | -4.8% | +15.4% | +11.3% |
| YTD | +20.2% | -0.2% | +20.4% | +16.4% |
| 1Y | +139.7% | -6.6% | +146.3% | +139.9% |
| 3Y | +489.4% | -22.7% | +512.1% | +582.2% |
| 5Y | +54.4% | -22.2% | +76.6% | +87.8% |
| All | +79.2% | -2.0% | +81.2% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling