+70.2%
CIFR vs NVT
+828.0%
-757.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.6% | +1.1% | +1.8% |
| 7D | -5.0% | +4.1% | -9.1% | -7.9% |
| 30D | -5.7% | -5.1% | -0.6% | -0.5% |
| 3M | -25.5% | -1.2% | -24.4% | -23.3% |
| 6M | +19.4% | +46.6% | -27.2% | -7.4% |
| YTD | +14.2% | +60.0% | -45.8% | -16.1% |
| 1Y | +69.0% | +70.8% | -1.8% | +19.6% |
| 3Y | +503.9% | +187.5% | +316.4% | +214.1% |
| 5Y | +27.7% | +426.1% | -398.5% | -48.7% |
| All | +70.2% | +828.0% | -757.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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