-21.0%
CIFR vs NVS
+134.2%
-155.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.0% |
| 7D | +4.8% | -1.3% | +6.1% | +4.5% |
| 30D | -31.0% | +9.3% | -40.3% | -29.1% |
| 3M | -58.7% | +5.8% | -64.5% | -57.6% |
| 6M | -67.7% | +7.2% | -74.9% | -66.7% |
| YTD | -53.5% | +20.0% | -73.5% | -50.7% |
| 1Y | -54.1% | +25.4% | -79.4% | -50.6% |
| 3Y | +138.2% | +89.2% | +49.0% | +183.4% |
| All | -21.0% | +134.2% | -155.2% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling