+467.3%
CIFR vs NVD
-99.1%
+566.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.5% | -10.1% | -3.9% |
| 7D | -8.2% | +9.0% | -17.3% | -4.9% |
| 30D | -7.4% | -5.5% | -1.9% | -7.0% |
| 3M | -24.2% | -24.6% | +0.5% | -28.0% |
| 6M | +14.2% | -42.1% | +56.3% | +2.9% |
| YTD | +8.0% | -44.3% | +52.3% | -0.9% |
| 1Y | +55.5% | -54.2% | +109.7% | +38.8% |
| 3Y | +429.6% | -99.1% | +528.7% | +171.1% |
| All | +467.3% | -99.1% | +566.4% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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