-28.2%
CIFR vs NTAP
+335.1%
-363.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.1% | +4.8% | +6.0% |
| 7D | +9.4% | -2.4% | +11.8% | +12.1% |
| 30D | -45.3% | -23.4% | -21.9% | -32.8% |
| 3M | -58.7% | -7.5% | -51.2% | -55.7% |
| 6M | -64.9% | +56.4% | -121.3% | -75.5% |
| YTD | -51.8% | +73.6% | -125.5% | -69.6% |
| 1Y | -61.9% | +68.4% | -130.3% | -75.4% |
| 3Y | +138.6% | +150.6% | -12.0% | +19.4% |
| 5Y | -13.0% | +122.5% | -135.4% | -56.6% |
| All | -28.2% | +335.1% | -363.3% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling