+515.0%
CIFR vs NTAP
+153.4%
+361.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.0% |
| 7D | +26.7% | +3.3% | +23.4% | +24.1% |
| 30D | +7.7% | -0.2% | +7.9% | +7.4% |
| 3M | -23.8% | +11.4% | -35.2% | -30.4% |
| 6M | +35.9% | +88.7% | -52.8% | -22.6% |
| YTD | +25.4% | +78.9% | -53.5% | -26.5% |
| 1Y | +139.8% | +58.8% | +80.9% | +58.7% |
| 3Y | +515.0% | +153.5% | +361.4% | +223.5% |
| All | +515.0% | +153.4% | +361.5% | +223.5% |
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