+505.7%
CIFR vs NEM
+248.5%
+257.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.3% | -10.0% | -9.4% |
| 7D | +11.3% | +3.1% | +8.3% | +9.7% |
| 30D | +3.5% | +10.0% | -6.5% | -1.0% |
| 3M | -26.6% | +30.9% | -57.5% | -36.0% |
| 6M | +18.1% | +10.5% | +7.6% | +10.8% |
| YTD | +14.5% | +29.7% | -15.2% | +1.8% |
| 1Y | +83.3% | +71.1% | +12.2% | +45.0% |
| All | +505.7% | +248.5% | +257.2% | +287.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling