+29.3%
CIFR vs NSC
+44.1%
-14.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.7% |
| 7D | +11.3% | -2.0% | +13.4% | +12.9% |
| 30D | +3.5% | -3.2% | +6.7% | +5.5% |
| 3M | -26.6% | +3.9% | -30.6% | -29.6% |
| 6M | +18.1% | +7.8% | +10.3% | +9.6% |
| YTD | +14.5% | +13.4% | +1.1% | +1.9% |
| 1Y | +83.3% | +20.3% | +63.0% | +54.6% |
| 3Y | +461.5% | +76.1% | +385.4% | +263.4% |
| 5Y | +29.3% | +45.0% | -15.7% | -18.4% |
| All | +29.3% | +44.1% | -14.8% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling