+61.0%
CIFR vs NWSA
+123.5%
-62.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.1% |
| 7D | -8.2% | -4.8% | -3.5% | -5.1% |
| 30D | -7.4% | +3.0% | -10.3% | -9.7% |
| 3M | -24.2% | +9.3% | -33.5% | -32.1% |
| 6M | +14.2% | +23.2% | -9.0% | -8.7% |
| YTD | +8.0% | +13.3% | -5.3% | -9.2% |
| 1Y | +55.5% | +2.9% | +52.6% | +41.3% |
| 3Y | +429.6% | +43.3% | +386.2% | +279.4% |
| 5Y | +20.8% | +40.9% | -20.1% | -15.5% |
| All | +61.0% | +123.5% | -62.5% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling