+87.0%
CIFR vs NTRA
+342.9%
-256.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +4.8% |
| 7D | +26.7% | +1.1% | +25.6% | +26.2% |
| 30D | +7.7% | +0.6% | +7.1% | +7.6% |
| 3M | -23.8% | +51.8% | -75.6% | -36.2% |
| 6M | +35.9% | +63.6% | -27.7% | +9.4% |
| YTD | +25.4% | +41.5% | -16.1% | +6.5% |
| 1Y | +139.8% | +93.6% | +46.1% | +81.3% |
| 3Y | +515.0% | +498.0% | +16.9% | +218.8% |
| 5Y | +52.1% | +172.5% | -120.4% | -17.8% |
| All | +87.0% | +342.9% | -256.0% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling