-71.1%
CIFR vs WYNN
-32.5%
-38.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.1% | -26.0% | -22.3% |
| 7D | -26.7% | +15.4% | -42.1% | -32.5% |
| 30D | -58.0% | +6.8% | -64.8% | -59.4% |
| 3M | -68.1% | -15.4% | -52.7% | -64.1% |
| 6M | -63.7% | -20.0% | -43.7% | -57.3% |
| YTD | -56.0% | -31.0% | -24.9% | -43.8% |
| 1Y | -71.1% | -31.5% | -39.7% | -65.1% |
| All | -71.1% | -32.5% | -38.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling