+70.2%
CIFR vs NTR
+132.5%
-62.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -5.7% | +16.8% | -22.5% | -11.0% |
| 3M | -25.5% | +20.7% | -46.3% | -31.3% |
| 6M | +19.4% | +0.5% | +18.9% | +17.1% |
| YTD | +14.2% | +29.2% | -15.0% | +0.3% |
| 1Y | +69.0% | +39.6% | +29.4% | +43.2% |
| 3Y | +503.9% | +37.9% | +466.1% | +405.8% |
| 5Y | +27.7% | +47.1% | -19.4% | +5.2% |
| All | +70.2% | +132.5% | -62.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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