+61.0%
CIFR vs NSC
+70.3%
-9.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | -1.4% | -6.9% | -7.4% |
| 30D | -7.4% | -3.4% | -4.0% | -5.7% |
| 3M | -24.2% | +5.1% | -29.2% | -27.4% |
| 6M | +14.2% | +9.2% | +5.0% | +6.1% |
| YTD | +8.0% | +13.4% | -5.4% | -2.3% |
| 1Y | +55.5% | +20.8% | +34.7% | +34.1% |
| 3Y | +429.6% | +76.1% | +353.5% | +270.7% |
| 5Y | +20.8% | +45.3% | -24.5% | -5.7% |
| All | +61.0% | +70.3% | -9.2% | +22.8% |
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