+61.0%
CIFR vs NEE
+27.7%
+33.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.6% |
| 7D | -8.2% | -1.9% | -6.3% | -7.3% |
| 30D | -7.4% | -3.1% | -4.3% | -5.8% |
| 3M | -24.2% | -2.4% | -21.7% | -23.4% |
| 6M | +14.2% | -8.6% | +22.8% | +18.8% |
| YTD | +8.0% | +4.9% | +3.1% | +5.5% |
| 1Y | +55.5% | +19.4% | +36.1% | +44.3% |
| 3Y | +429.6% | +34.9% | +394.7% | +326.1% |
| 5Y | +20.8% | +11.0% | +9.7% | +2.5% |
| All | +61.0% | +27.7% | +33.3% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NEE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling