+55.5%
CIFR vs NEM
+64.6%
-9.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.7% | -4.4% |
| 7D | -8.2% | -3.3% | -4.9% | -6.3% |
| 30D | -7.4% | +7.8% | -15.2% | -11.3% |
| 3M | -24.2% | +36.3% | -60.4% | -38.2% |
| 6M | +14.2% | +6.6% | +7.6% | +6.9% |
| YTD | +8.0% | +27.1% | -19.2% | -4.1% |
| 1Y | +55.5% | +62.3% | -6.8% | +17.8% |
| All | +55.5% | +64.6% | -9.1% | +17.8% |
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