+139.7%
CIFR vs NTAP
+61.4%
+78.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +16.9% | -0.8% | +17.7% | +17.3% |
| 30D | -5.2% | -0.5% | -4.6% | -5.3% |
| 3M | -30.6% | +4.1% | -34.6% | -32.4% |
| 6M | +10.6% | +88.0% | -77.4% | -23.0% |
| YTD | +20.2% | +75.6% | -55.4% | -11.0% |
| 1Y | +139.7% | +58.9% | +80.8% | +113.0% |
| All | +139.7% | +61.4% | +78.3% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling