+87.0%
CIFR vs NVMI
+541.1%
-454.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.4% |
| 7D | +26.7% | +11.7% | +15.0% | +17.2% |
| 30D | +7.7% | -4.0% | +11.8% | +12.0% |
| 3M | -23.8% | -25.8% | +2.0% | -6.0% |
| 6M | +35.9% | -8.3% | +44.2% | +47.6% |
| YTD | +25.4% | +14.8% | +10.6% | +19.4% |
| 1Y | +139.8% | +37.9% | +101.9% | +106.3% |
| 3Y | +515.0% | +216.3% | +298.7% | +218.9% |
| 5Y | +52.1% | +277.2% | -225.1% | -24.3% |
| All | +87.0% | +541.1% | -454.2% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling