-30.7%
CIFR vs NWSA
+105.2%
-135.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.7% | -5.8% |
| 7D | +4.8% | +2.2% | +2.6% | +3.2% |
| 30D | -31.0% | -8.8% | -22.2% | -27.3% |
| 3M | -58.7% | -6.5% | -52.2% | -57.8% |
| 6M | -67.7% | +1.5% | -69.2% | -70.3% |
| YTD | -53.5% | +4.0% | -57.6% | -59.3% |
| 1Y | -54.1% | +3.4% | -57.5% | -59.8% |
| 3Y | +138.2% | +34.8% | +103.3% | +73.1% |
| 5Y | -18.5% | +18.4% | -36.9% | -40.6% |
| All | -30.7% | +105.2% | -135.9% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling