+139.7%
CIFR vs NWSA
+5.5%
+134.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +0.6% |
| 7D | +16.9% | -1.9% | +18.8% | +15.0% |
| 30D | -5.2% | +4.6% | -9.8% | -1.0% |
| 3M | -30.6% | +13.2% | -43.8% | -21.0% |
| 6M | +10.6% | +27.0% | -16.4% | +30.3% |
| YTD | +20.2% | +16.8% | +3.4% | +38.3% |
| 1Y | +139.7% | +4.5% | +135.2% | +168.5% |
| All | +139.7% | +5.5% | +134.2% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling