+70.2%
CIFR vs NKE
-68.2%
+138.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | -5.0% | -4.2% | -0.9% | -2.8% |
| 30D | -5.7% | -8.2% | +2.5% | -2.2% |
| 3M | -25.5% | -19.1% | -6.5% | -18.7% |
| 6M | +19.4% | -32.6% | +52.1% | +43.6% |
| YTD | +14.2% | -40.7% | +54.9% | +47.4% |
| 1Y | +69.0% | -48.9% | +117.9% | +134.7% |
| 3Y | +503.9% | -59.2% | +563.2% | +813.2% |
| 5Y | +27.7% | -75.3% | +103.0% | +148.8% |
| All | +70.2% | -68.2% | +138.4% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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