+79.2%
CIFR vs NIO
-86.1%
+165.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | +16.9% | -13.0% | +30.0% | +23.4% |
| 30D | -5.2% | -18.3% | +13.1% | +2.2% |
| 3M | -30.6% | -33.2% | +2.6% | -18.6% |
| 6M | +10.6% | -21.5% | +32.1% | +19.2% |
| YTD | +20.2% | -25.5% | +45.7% | +31.4% |
| 1Y | +139.7% | -38.0% | +177.7% | +178.9% |
| 3Y | +489.4% | -65.5% | +554.8% | +675.6% |
| 5Y | +54.4% | -90.6% | +145.0% | +161.4% |
| All | +79.2% | -86.1% | +165.3% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling