-28.2%
CIFR vs NIO
-88.2%
+60.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.2% | +10.1% | +9.4% |
| 7D | +9.4% | -1.8% | +11.2% | +10.7% |
| 30D | -45.3% | -6.6% | -38.7% | -43.6% |
| 3M | -58.7% | -29.9% | -28.8% | -52.3% |
| 6M | -64.9% | -46.6% | -18.3% | -55.0% |
| YTD | -51.8% | -36.5% | -15.4% | -43.6% |
| 1Y | -61.9% | -51.1% | -10.8% | -50.6% |
| 3Y | +138.6% | -55.2% | +193.8% | +187.8% |
| 5Y | -13.0% | -92.3% | +79.3% | +58.6% |
| All | -28.2% | -88.2% | +60.0% | +28.3% |
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