+70.7%
CIFR vs NEE
+28.0%
+42.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -8.0% |
| 7D | +11.3% | -0.5% | +11.9% | +11.8% |
| 30D | +3.5% | -1.7% | +5.2% | +4.5% |
| 3M | -26.6% | -1.8% | -24.8% | -26.1% |
| 6M | +18.1% | -8.8% | +26.9% | +23.0% |
| YTD | +14.5% | +5.2% | +9.3% | +11.7% |
| 1Y | +83.3% | +21.3% | +62.0% | +68.9% |
| 3Y | +461.5% | +35.2% | +426.3% | +351.2% |
| 5Y | +29.3% | +10.1% | +19.2% | +9.6% |
| All | +70.7% | +28.0% | +42.7% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling