-30.7%
CIFR vs NSC
+73.4%
-104.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.2% |
| 7D | +4.8% | +2.5% | +2.3% | +3.5% |
| 30D | -31.0% | +1.7% | -32.7% | -31.9% |
| 3M | -58.7% | -2.6% | -56.2% | -58.4% |
| 6M | -67.7% | +6.4% | -74.1% | -69.6% |
| YTD | -53.5% | +15.5% | -69.0% | -58.7% |
| 1Y | -54.1% | +17.6% | -71.7% | -59.8% |
| 3Y | +138.2% | +75.0% | +63.2% | +66.6% |
| 5Y | -18.5% | +32.2% | -50.7% | -36.2% |
| All | -30.7% | +73.4% | -104.1% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling