-27.8%
CIFR vs NSC
+76.2%
-104.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | +28.8% | +1.6% | +27.2% | +27.4% |
| 30D | -36.9% | +4.2% | -41.1% | -38.7% |
| 3M | -60.0% | -0.2% | -59.8% | -60.3% |
| 6M | -64.4% | +7.6% | -71.9% | -66.6% |
| YTD | -51.6% | +17.4% | -68.9% | -57.3% |
| 1Y | -58.9% | +18.3% | -77.1% | -64.1% |
| 3Y | +139.9% | +79.8% | +60.1% | +65.4% |
| 5Y | -15.1% | +34.3% | -49.4% | -34.1% |
| All | -27.8% | +76.2% | -104.0% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling