+87.0%
CIFR vs NVS
+102.0%
-15.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -13.9% | +18.3% | +1.7% |
| 7D | +26.7% | -14.6% | +41.3% | +23.3% |
| 30D | +7.7% | -11.9% | +19.7% | +5.7% |
| 3M | -23.8% | -6.0% | -17.8% | -24.7% |
| 6M | +35.9% | -11.4% | +47.3% | +33.4% |
| YTD | +25.4% | +2.9% | +22.5% | +26.5% |
| 1Y | +139.8% | +10.2% | +129.5% | +145.3% |
| 3Y | +515.0% | +55.3% | +459.6% | +562.9% |
| 5Y | +52.1% | +89.6% | -37.5% | +62.2% |
| All | +87.0% | +102.0% | -15.1% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling