+70.7%
CIFR vs NVO
+41.7%
+29.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.4% | -8.3% |
| 7D | +11.3% | -4.7% | +16.1% | +12.9% |
| 30D | +3.5% | -5.4% | +8.9% | +5.0% |
| 3M | -26.6% | +7.0% | -33.6% | -29.2% |
| 6M | +18.1% | +17.6% | +0.5% | +9.9% |
| YTD | +14.5% | -8.0% | +22.5% | +14.0% |
| 1Y | +83.3% | -13.8% | +97.1% | +86.2% |
| 3Y | +461.5% | -50.3% | +511.7% | +556.5% |
| 5Y | +29.3% | +0.7% | +28.7% | +26.1% |
| All | +70.7% | +41.7% | +29.0% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling