+20.8%
CIFR vs NTRA
+171.1%
-150.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.0% |
| 3M | -24.2% | +50.6% | -74.8% | -38.0% |
| 6M | +14.2% | +63.9% | -49.7% | -11.5% |
| YTD | +8.0% | +42.4% | -34.4% | -11.0% |
| 1Y | +55.5% | +92.1% | -36.6% | +12.5% |
| 3Y | +429.6% | +501.7% | -72.2% | +140.8% |
| 5Y | +20.8% | +171.4% | -150.7% | -26.8% |
| All | +20.8% | +171.1% | -150.3% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling