+79.2%
CIFR vs NSC
+73.5%
+5.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +16.9% | -5.5% | +22.5% | +20.9% |
| 30D | -5.2% | -3.2% | -2.0% | -3.5% |
| 3M | -30.6% | +7.7% | -38.2% | -34.7% |
| 6M | +10.6% | +4.5% | +6.1% | +6.1% |
| YTD | +20.2% | +15.6% | +4.6% | +7.5% |
| 1Y | +139.7% | +19.8% | +119.9% | +107.7% |
| 3Y | +489.4% | +70.1% | +419.3% | +319.2% |
| 5Y | +54.4% | +46.1% | +8.3% | +19.3% |
| All | +79.2% | +73.5% | +5.7% | +35.1% |
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