-30.7%
CIFR vs NEM
+116.9%
-147.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | +4.8% | -6.4% | +11.2% | +7.7% |
| 30D | -31.0% | +1.4% | -32.4% | -32.3% |
| 3M | -58.7% | -0.7% | -58.0% | -58.8% |
| 6M | -67.7% | -4.5% | -63.2% | -67.5% |
| YTD | -53.5% | +14.0% | -67.6% | -55.9% |
| 1Y | -54.1% | +27.3% | -81.3% | -58.1% |
| 3Y | +138.2% | +250.5% | -112.3% | +54.3% |
| 5Y | -18.5% | +121.1% | -139.6% | -43.9% |
| All | -30.7% | +116.9% | -147.6% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling