-21.0%
CIFR vs NIO
-93.2%
+72.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.9% | -1.7% |
| 7D | +4.8% | -14.5% | +19.3% | +12.7% |
| 30D | -31.0% | -15.0% | -16.0% | -25.3% |
| 3M | -58.7% | -35.6% | -23.2% | -49.2% |
| 6M | -67.7% | -55.7% | -12.0% | -52.9% |
| YTD | -53.5% | -43.1% | -10.4% | -41.4% |
| 1Y | -54.1% | -53.5% | -0.5% | -36.5% |
| 3Y | +138.2% | -59.8% | +198.0% | +207.5% |
| All | -21.0% | -93.2% | +72.2% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling