+138.2%
CIFR vs NTAP
+148.4%
-10.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -2.2% |
| 7D | +4.8% | +7.2% | -2.4% | -0.3% |
| 30D | -31.0% | -18.4% | -12.6% | -18.9% |
| 3M | -58.7% | -11.3% | -47.4% | -54.2% |
| 6M | -67.7% | +53.8% | -121.5% | -77.5% |
| YTD | -53.5% | +72.0% | -125.5% | -71.3% |
| 1Y | -54.1% | +68.0% | -122.1% | -71.1% |
| 3Y | +138.2% | +149.5% | -11.3% | +21.1% |
| All | +138.2% | +148.4% | -10.2% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling