+471.3%
CIFR vs NVO
-50.9%
+522.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.4% | -5.3% |
| 7D | -8.2% | -7.4% | -0.9% | -5.8% |
| 30D | -7.4% | -5.5% | -1.9% | -5.7% |
| 3M | -24.2% | +4.1% | -28.3% | -26.7% |
| 6M | +14.2% | +19.3% | -5.2% | +3.3% |
| YTD | +8.0% | -9.2% | +17.2% | +7.4% |
| 1Y | +55.5% | -15.0% | +70.5% | +59.2% |
| All | +471.3% | -50.9% | +522.2% | +596.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 3y: compounded portfolio wealth divided by compounded NVO 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…
3y analysis · Full analysis span regression · 6 months rolling