+28.0%
CIFR vs NVS
+92.5%
-64.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.7% |
| 7D | +11.3% | -15.4% | +26.7% | +8.0% |
| 30D | +3.5% | -12.3% | +15.8% | +1.4% |
| 3M | -26.6% | -7.8% | -18.8% | -27.7% |
| 6M | +18.1% | -13.0% | +31.1% | +15.5% |
| YTD | +14.5% | +2.8% | +11.7% | +15.5% |
| 1Y | +83.3% | +10.6% | +72.7% | +87.8% |
| 3Y | +461.5% | +55.1% | +406.4% | +507.6% |
| All | +28.0% | +92.5% | -64.4% | +23.2% |
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