-33.9%
CIFR vs NIO
-87.6%
+53.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +5.9% | +12.0% | +15.5% |
| 7D | -10.2% | +5.6% | -15.8% | -12.1% |
| 30D | -55.0% | -4.2% | -50.8% | -54.1% |
| 3M | -64.1% | -26.3% | -37.8% | -59.4% |
| 6M | -70.1% | -42.5% | -27.6% | -62.8% |
| YTD | -55.7% | -33.5% | -22.1% | -49.0% |
| 1Y | -69.9% | -52.7% | -17.2% | -60.3% |
| 3Y | +68.7% | -57.5% | +126.2% | +108.0% |
| 5Y | -26.2% | -92.0% | +65.8% | +32.1% |
| All | -33.9% | -87.6% | +53.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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