+70.2%
CIFR vs BNS
+192.9%
-122.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.1% | +4.9% |
| 7D | -5.0% | -0.4% | -4.6% | -4.6% |
| 30D | -5.7% | +3.5% | -9.2% | -9.4% |
| 3M | -25.5% | +14.1% | -39.6% | -36.1% |
| 6M | +19.4% | +33.8% | -14.4% | -14.0% |
| YTD | +14.2% | +29.5% | -15.3% | -14.1% |
| 1Y | +69.0% | +48.4% | +20.6% | +8.1% |
| 3Y | +503.9% | +129.6% | +374.3% | +147.7% |
| 5Y | +27.7% | +96.1% | -68.4% | -35.6% |
| All | +70.2% | +192.9% | -122.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling