+87.0%
CIFR vs NKE
-67.1%
+154.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | +26.7% | -0.1% | +26.7% | +26.8% |
| 30D | +7.7% | -7.7% | +15.4% | +11.1% |
| 3M | -23.8% | -10.9% | -12.9% | -21.3% |
| 6M | +35.9% | -31.9% | +67.8% | +62.5% |
| YTD | +25.4% | -38.6% | +64.0% | +58.8% |
| 1Y | +139.8% | -46.9% | +186.7% | +225.9% |
| 3Y | +515.0% | -58.2% | +573.1% | +819.2% |
| 5Y | +52.1% | -74.0% | +126.1% | +190.6% |
| All | +87.0% | -67.1% | +154.1% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling