+26.9%
CIFR vs NTRS
+93.2%
-66.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +4.8% |
| 7D | -5.0% | +1.4% | -6.4% | -6.2% |
| 30D | -5.7% | -0.7% | -5.1% | -5.2% |
| 3M | -25.5% | +11.3% | -36.9% | -32.5% |
| 6M | +19.4% | +35.5% | -16.1% | -9.6% |
| YTD | +14.2% | +40.6% | -26.4% | -16.0% |
| 1Y | +69.0% | +49.2% | +19.8% | +18.5% |
| 3Y | +503.9% | +167.2% | +336.7% | +182.4% |
| All | +26.9% | +93.2% | -66.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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