+70.2%
CIFR vs NVS
+101.2%
-31.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -5.0% | -14.3% | +9.3% | -7.5% |
| 30D | -5.7% | -10.0% | +4.2% | -7.2% |
| 3M | -25.5% | -10.9% | -14.7% | -26.7% |
| 6M | +19.4% | -12.0% | +31.4% | +17.1% |
| YTD | +14.2% | +2.5% | +11.6% | +15.1% |
| 1Y | +69.0% | +10.7% | +58.3% | +72.9% |
| 3Y | +503.9% | +53.3% | +450.6% | +549.6% |
| 5Y | +27.7% | +93.6% | -66.0% | +36.4% |
| All | +70.2% | +101.2% | -31.0% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling