+485.5%
CIFR vs NIO
-62.6%
+548.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | +16.9% | -13.0% | +30.0% | +23.7% |
| 30D | -5.2% | -18.3% | +13.1% | +2.5% |
| 3M | -30.6% | -33.2% | +2.6% | -18.1% |
| 6M | +10.6% | -21.5% | +32.1% | +19.5% |
| YTD | +20.2% | -25.5% | +45.7% | +31.9% |
| 1Y | +139.7% | -38.0% | +177.7% | +181.2% |
| All | +485.5% | -62.6% | +548.1% | +670.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling