+515.0%
CIFR vs NWSA
+44.8%
+470.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.5% |
| 7D | +26.7% | -2.6% | +29.3% | +28.7% |
| 30D | +7.7% | +4.6% | +3.2% | +4.4% |
| 3M | -23.8% | +10.2% | -34.0% | -31.6% |
| 6M | +35.9% | +21.6% | +14.3% | +8.4% |
| YTD | +25.4% | +14.6% | +10.8% | +4.2% |
| 1Y | +139.8% | +0.4% | +139.4% | +135.0% |
| 3Y | +515.0% | +45.0% | +470.0% | +237.3% |
| All | +515.0% | +44.8% | +470.2% | +237.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling