+471.3%
CIFR vs NTRA
+502.5%
-31.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -5.1% |
| 7D | -8.2% | -0.5% | -7.8% | -8.1% |
| 30D | -7.4% | +4.3% | -11.7% | -9.1% |
| 3M | -24.2% | +50.6% | -74.8% | -39.5% |
| 6M | +14.2% | +63.9% | -49.7% | -14.8% |
| YTD | +8.0% | +42.4% | -34.4% | -13.4% |
| 1Y | +55.5% | +92.1% | -36.6% | +6.5% |
| All | +471.3% | +502.5% | -31.2% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling