+70.2%
CIFR vs NTRA
+349.5%
-279.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.9% | +5.4% |
| 7D | -5.0% | +0.2% | -5.2% | -5.2% |
| 30D | -5.7% | +4.1% | -9.8% | -7.0% |
| 3M | -25.5% | +50.0% | -75.6% | -37.3% |
| 6M | +19.4% | +67.3% | -47.9% | -4.8% |
| YTD | +14.2% | +43.6% | -29.4% | -3.6% |
| 1Y | +69.0% | +89.2% | -20.2% | +28.8% |
| 3Y | +503.9% | +502.5% | +1.4% | +212.1% |
| 5Y | +27.7% | +173.8% | -146.1% | -31.4% |
| All | +70.2% | +349.5% | -279.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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