+70.2%
CIFR vs NOC
+82.7%
-12.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -5.0% | +0.8% | -5.8% | -5.0% |
| 30D | -5.7% | -9.7% | +4.0% | -6.4% |
| 3M | -25.5% | -5.6% | -19.9% | -25.7% |
| 6M | +19.4% | -28.6% | +48.0% | +18.8% |
| YTD | +14.2% | -7.9% | +22.0% | +15.0% |
| 1Y | +69.0% | -9.5% | +78.5% | +70.0% |
| 3Y | +503.9% | +28.4% | +475.6% | +541.2% |
| 5Y | +27.7% | +59.0% | -31.3% | +33.7% |
| All | +70.2% | +82.7% | -12.5% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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