-34.0%
CIFR vs NDAQ
+180.9%
-215.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -5.1% |
| 7D | -19.6% | +2.9% | -22.4% | -21.4% |
| 30D | -51.7% | +17.5% | -69.2% | -57.8% |
| 3M | -60.0% | +15.4% | -75.5% | -64.6% |
| 6M | -68.2% | +24.6% | -92.8% | -74.4% |
| YTD | -55.8% | +14.4% | -70.2% | -62.4% |
| 1Y | -66.8% | +26.9% | -93.7% | -74.4% |
| 3Y | +119.1% | +119.8% | -0.7% | +12.5% |
| 5Y | -25.3% | +70.5% | -95.8% | -58.8% |
| All | -34.0% | +180.9% | -215.0% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling