-71.1%
CIFR vs NVS
+37.6%
-108.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.6% | -23.5% | -18.1% |
| 7D | -26.7% | +5.7% | -32.4% | -24.3% |
| 30D | -58.0% | +17.1% | -75.1% | -54.8% |
| 3M | -68.1% | +7.6% | -75.7% | -66.3% |
| 6M | -63.7% | +14.1% | -77.7% | -62.6% |
| YTD | -56.0% | +23.3% | -79.3% | -46.3% |
| 1Y | -71.1% | +36.0% | -107.1% | -60.3% |
| All | -71.1% | +37.6% | -108.8% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling