+70.7%
CIFR vs NTR
+139.2%
-68.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +11.3% | +0.5% | +10.8% | +11.1% |
| 30D | +3.5% | +21.7% | -18.2% | -3.8% |
| 3M | -26.6% | +22.8% | -49.4% | -32.6% |
| 6M | +18.1% | +8.2% | +9.9% | +12.3% |
| YTD | +14.5% | +32.9% | -18.4% | -0.5% |
| 1Y | +83.3% | +45.3% | +38.0% | +53.0% |
| 3Y | +461.5% | +41.7% | +419.8% | +365.5% |
| 5Y | +29.3% | +49.8% | -20.5% | +5.6% |
| All | +70.7% | +139.2% | -68.5% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling