+70.7%
CIFR vs NRG
+305.6%
-234.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.6% | -5.1% | -6.3% |
| 7D | +11.3% | +3.9% | +7.5% | +8.7% |
| 30D | +3.5% | -3.0% | +6.5% | +5.9% |
| 3M | -26.6% | -10.9% | -15.7% | -18.4% |
| 6M | +18.1% | -25.3% | +43.4% | +46.1% |
| YTD | +14.5% | -26.8% | +41.3% | +44.1% |
| 1Y | +83.3% | -23.3% | +106.6% | +131.3% |
| 3Y | +461.5% | +208.6% | +252.9% | +312.5% |
| 5Y | +29.3% | +194.1% | -164.8% | -5.3% |
| All | +70.7% | +305.6% | -234.9% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling