-58.7%
CIFR vs NOK
-22.5%
-36.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -1.5% |
| 7D | +4.8% | +5.4% | -0.5% | -0.5% |
| 30D | -31.0% | -14.1% | -16.8% | -20.0% |
| 3M | -58.7% | -23.6% | -35.1% | -48.1% |
| All | -58.7% | -22.5% | -36.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 3mo: compounded portfolio wealth divided by compounded NOK 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…
3mo analysis · Full analysis span regression · Available span rolling