-54.1%
CIFR vs NWSA
+2.3%
-56.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.7% | -2.2% |
| 7D | +4.8% | +2.2% | +2.6% | +6.5% |
| 30D | -31.0% | -8.8% | -22.2% | -34.2% |
| 3M | -58.7% | -6.5% | -52.2% | -59.0% |
| 6M | -67.7% | +1.5% | -69.2% | -64.3% |
| YTD | -53.5% | +4.0% | -57.6% | -49.2% |
| 1Y | -54.1% | +3.4% | -57.5% | -49.9% |
| All | -54.1% | +2.3% | -56.3% | -49.9% |
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