+70.2%
CIFR vs NTAP
+372.4%
-302.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.5% | -2.8% | -0.2% |
| 7D | -5.0% | +7.4% | -12.4% | -9.5% |
| 30D | -5.7% | -1.4% | -4.3% | -4.9% |
| 3M | -25.5% | +24.6% | -50.1% | -37.0% |
| 6M | +19.4% | +105.9% | -86.5% | -33.5% |
| YTD | +14.2% | +88.5% | -74.4% | -33.0% |
| 1Y | +69.0% | +62.1% | +6.9% | +12.6% |
| 3Y | +503.9% | +169.1% | +334.9% | +182.9% |
| 5Y | +27.7% | +141.9% | -114.2% | -41.0% |
| All | +70.2% | +372.4% | -302.2% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling