+87.0%
CIFR vs NIO
-86.2%
+173.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +26.7% | -6.7% | +33.3% | +30.0% |
| 30D | +7.7% | -20.0% | +27.8% | +17.3% |
| 3M | -23.8% | -30.5% | +6.7% | -12.4% |
| 6M | +35.9% | -20.7% | +56.6% | +45.9% |
| YTD | +25.4% | -25.7% | +51.1% | +37.3% |
| 1Y | +139.8% | -38.6% | +178.3% | +180.1% |
| 3Y | +515.0% | -62.3% | +577.2% | +682.8% |
| 5Y | +52.1% | -90.1% | +142.2% | +156.8% |
| All | +87.0% | -86.2% | +173.1% | +212.2% |
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