-71.1%
CIFR vs NEM
+50.9%
-122.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +9.9% | -29.9% | -26.4% |
| 7D | -26.7% | +3.7% | -30.4% | -29.5% |
| 30D | -58.0% | +2.0% | -60.0% | -59.0% |
| 3M | -68.1% | +21.1% | -89.2% | -72.8% |
| 6M | -63.7% | +9.5% | -73.2% | -66.8% |
| YTD | -56.0% | +19.1% | -75.0% | -61.7% |
| 1Y | -71.1% | +51.1% | -122.2% | -79.7% |
| All | -71.1% | +50.9% | -122.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling