+79.2%
CIFR vs NWSA
+130.4%
-51.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.4% |
| 7D | +16.9% | -1.9% | +18.8% | +18.5% |
| 30D | -5.2% | +4.6% | -9.8% | -8.5% |
| 3M | -30.6% | +13.2% | -43.8% | -39.5% |
| 6M | +10.6% | +27.0% | -16.4% | -13.6% |
| YTD | +20.2% | +16.8% | +3.4% | -1.1% |
| 1Y | +139.7% | +4.5% | +135.2% | +115.2% |
| 3Y | +489.4% | +46.2% | +443.1% | +316.5% |
| 5Y | +54.4% | +40.9% | +13.5% | +5.7% |
| All | +79.2% | +130.4% | -51.2% | +22.8% |
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