+138.2%
CIFR vs NSC
+77.7%
+60.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.0% |
| 7D | +4.8% | +2.5% | +2.3% | +3.3% |
| 30D | -31.0% | +1.7% | -32.7% | -32.1% |
| 3M | -58.7% | -2.6% | -56.2% | -58.4% |
| 6M | -67.7% | +6.4% | -74.1% | -70.1% |
| YTD | -53.5% | +15.5% | -69.0% | -60.2% |
| 1Y | -54.1% | +17.6% | -71.7% | -61.6% |
| 3Y | +138.2% | +75.0% | +63.2% | +54.1% |
| All | +138.2% | +77.7% | +60.5% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling