-21.0%
CIFR vs NEE
+12.0%
-33.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +4.8% | -2.1% | +6.9% | +5.8% |
| 30D | -31.0% | +8.6% | -39.6% | -34.6% |
| 3M | -58.7% | -0.3% | -58.4% | -59.1% |
| 6M | -67.7% | -8.9% | -58.8% | -66.6% |
| YTD | -53.5% | +8.3% | -61.9% | -56.0% |
| 1Y | -54.1% | +4.3% | -58.3% | -55.7% |
| 3Y | +138.2% | +70.7% | +67.5% | +61.0% |
| All | -21.0% | +12.0% | -33.0% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling