+555.6%
CIFR vs NVDX
+772.1%
-216.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -5.0% | -10.2% | +5.2% | -1.0% |
| 30D | -5.7% | -7.3% | +1.6% | -2.8% |
| 3M | -25.5% | +5.5% | -31.1% | -27.3% |
| 6M | +19.4% | +18.3% | +1.1% | +10.5% |
| YTD | +14.2% | +11.4% | +2.7% | +7.5% |
| 1Y | +69.0% | +12.7% | +56.3% | +56.5% |
| All | +555.6% | +772.1% | -216.5% | +390.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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