-71.1%
CIFR vs NWSA
+18.2%
-89.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.7% | -23.7% | -15.9% |
| 7D | -26.7% | +4.3% | -31.0% | -22.5% |
| 30D | -58.0% | +5.6% | -63.6% | -54.8% |
| 3M | -68.1% | +7.3% | -75.4% | -64.7% |
| 6M | -63.7% | +18.8% | -82.5% | -55.9% |
| YTD | -56.0% | +17.9% | -73.8% | -47.4% |
| 1Y | -71.1% | +19.3% | -90.5% | -65.5% |
| All | -71.1% | +18.2% | -89.4% | -65.5% |
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