+148.3%
CIFR vs NIO
-58.0%
+206.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.4% | +3.0% |
| 7D | +28.8% | -4.7% | +33.5% | +31.6% |
| 30D | -36.9% | -14.3% | -22.6% | -32.5% |
| 3M | -60.0% | -32.8% | -27.2% | -52.9% |
| 6M | -64.4% | -49.8% | -14.5% | -53.0% |
| YTD | -51.6% | -40.2% | -11.4% | -41.7% |
| 1Y | -58.9% | -52.7% | -6.1% | -45.6% |
| All | +148.3% | -58.0% | +206.3% | +246.0% |
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 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