+138.2%
CIFR vs NOC
+24.7%
+113.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.0% |
| 7D | +4.8% | +4.8% | 0.0% | +5.0% |
| 30D | -31.0% | +11.0% | -42.0% | -30.6% |
| 3M | -58.7% | -3.8% | -54.9% | -58.6% |
| 6M | -67.7% | +0.6% | -68.3% | -67.6% |
| YTD | -53.5% | -2.3% | -51.2% | -52.2% |
| 1Y | -54.1% | +0.3% | -54.3% | -52.6% |
| 3Y | +138.2% | +24.6% | +113.6% | +137.3% |
| All | +138.2% | +24.7% | +113.5% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling