+138.2%
CIFR vs NOK
+147.0%
-8.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -2.5% |
| 7D | +4.8% | +5.4% | -0.5% | +1.5% |
| 30D | -31.0% | -14.1% | -16.8% | -23.6% |
| 3M | -58.7% | -23.6% | -35.1% | -51.0% |
| 6M | -67.7% | -45.1% | -22.6% | -55.3% |
| YTD | -53.5% | +24.7% | -78.3% | -56.5% |
| 1Y | -54.1% | +19.0% | -73.1% | -56.1% |
| 3Y | +138.2% | +147.0% | -8.8% | +42.3% |
| All | +138.2% | +147.0% | -8.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling