+70.2%
CIFR vs NVMI
+532.1%
-461.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.6% |
| 7D | -5.0% | -0.1% | -4.9% | -4.8% |
| 30D | -5.7% | -8.4% | +2.7% | +1.3% |
| 3M | -25.5% | -33.6% | +8.0% | -0.7% |
| 6M | +19.4% | -14.7% | +34.1% | +36.2% |
| YTD | +14.2% | +13.2% | +0.9% | +10.0% |
| 1Y | +69.0% | +29.0% | +40.0% | +51.8% |
| 3Y | +503.9% | +215.0% | +289.0% | +214.9% |
| 5Y | +27.7% | +268.6% | -240.9% | -35.7% |
| All | +70.2% | +532.1% | -461.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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