+70.2%
CIFR vs NRG
+298.9%
-228.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.6% |
| 7D | -5.0% | -4.7% | -0.3% | -1.6% |
| 30D | -5.7% | -6.0% | +0.3% | -1.4% |
| 3M | -25.5% | -8.0% | -17.6% | -18.9% |
| 6M | +19.4% | -23.2% | +42.6% | +45.9% |
| YTD | +14.2% | -28.1% | +42.2% | +45.5% |
| 1Y | +69.0% | -27.3% | +96.3% | +119.4% |
| 3Y | +503.9% | +208.7% | +295.3% | +347.0% |
| 5Y | +27.7% | +197.7% | -170.0% | -5.5% |
| All | +70.2% | +298.9% | -228.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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