+79.2%
CIFR vs NEM
+145.6%
-66.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.9% |
| 7D | +16.9% | +0.3% | +16.6% | +17.0% |
| 30D | -5.2% | +23.1% | -28.3% | -13.2% |
| 3M | -30.6% | +18.5% | -49.1% | -35.3% |
| 6M | +10.6% | +7.8% | +2.8% | +6.3% |
| YTD | +20.2% | +29.1% | -8.9% | +9.2% |
| 1Y | +139.7% | +72.7% | +67.1% | +96.0% |
| 3Y | +489.4% | +248.7% | +240.6% | +278.7% |
| 5Y | +54.4% | +148.7% | -94.3% | +1.9% |
| All | +79.2% | +145.6% | -66.4% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling