+505.7%
CIFR vs NVS
+54.6%
+451.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.7% |
| 7D | +11.3% | -15.4% | +26.7% | +7.7% |
| 30D | +3.5% | -12.3% | +15.8% | +1.2% |
| 3M | -26.6% | -7.8% | -18.8% | -28.0% |
| 6M | +18.1% | -13.0% | +31.1% | +15.2% |
| YTD | +14.5% | +2.8% | +11.7% | +15.6% |
| 1Y | +83.3% | +10.6% | +72.7% | +88.0% |
| All | +505.7% | +54.6% | +451.2% | +526.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling