+471.3%
CIFR vs NOK
+182.2%
+289.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -4.9% |
| 7D | -8.2% | +8.7% | -16.9% | -12.5% |
| 30D | -7.4% | +12.5% | -19.9% | -13.0% |
| 3M | -24.2% | -20.7% | -3.4% | -15.1% |
| 6M | +14.2% | +36.2% | -22.0% | -1.8% |
| YTD | +8.0% | +64.1% | -56.1% | -16.1% |
| 1Y | +55.5% | +132.4% | -76.9% | -3.7% |
| All | +471.3% | +182.2% | +289.2% | +166.3% |
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