-28.2%
CIFR vs NOC
+93.9%
-122.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +8.9% |
| 7D | +9.4% | +4.9% | +4.5% | +9.8% |
| 30D | -45.3% | +13.6% | -58.9% | -44.6% |
| 3M | -58.7% | -3.9% | -54.8% | -58.7% |
| 6M | -64.9% | +1.4% | -66.3% | -64.7% |
| YTD | -51.8% | -2.2% | -49.6% | -51.1% |
| 1Y | -61.9% | -1.2% | -60.7% | -61.3% |
| 3Y | +138.6% | +25.0% | +113.6% | +151.9% |
| 5Y | -13.0% | +66.0% | -79.0% | -9.0% |
| All | -28.2% | +93.9% | -122.1% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling