+29.3%
CIFR vs NWSA
+40.1%
-10.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.4% |
| 7D | +11.3% | -3.1% | +14.4% | +14.4% |
| 30D | +3.5% | +4.3% | -0.8% | -0.8% |
| 3M | -26.6% | +9.2% | -35.9% | -35.9% |
| 6M | +18.1% | +21.6% | -3.5% | -9.3% |
| YTD | +14.5% | +14.2% | +0.3% | -8.6% |
| 1Y | +83.3% | +1.8% | +81.5% | +64.3% |
| 3Y | +461.5% | +44.4% | +417.0% | +252.1% |
| 5Y | +29.3% | +41.0% | -11.6% | -18.9% |
| All | +29.3% | +40.1% | -10.8% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling