+87.0%
CIFR vs BNS
+191.0%
-104.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +5.6% |
| 7D | +26.7% | +1.8% | +24.9% | +24.2% |
| 30D | +7.7% | +4.5% | +3.3% | +2.2% |
| 3M | -23.8% | +15.8% | -39.6% | -35.7% |
| 6M | +35.9% | +31.5% | +4.4% | -0.4% |
| YTD | +25.4% | +28.6% | -3.2% | -5.0% |
| 1Y | +139.8% | +48.2% | +91.6% | +53.5% |
| 3Y | +515.0% | +130.8% | +384.2% | +151.1% |
| 5Y | +52.1% | +94.9% | -42.8% | -22.7% |
| All | +87.0% | +191.0% | -104.0% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling