+505.7%
CIFR vs NVT
+184.0%
+321.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.5% | -6.2% | -6.0% |
| 7D | +11.3% | +7.0% | +4.3% | +3.9% |
| 30D | +3.5% | -2.3% | +5.8% | +7.4% |
| 3M | -26.6% | -3.1% | -23.6% | -22.7% |
| 6M | +18.1% | +47.0% | -28.9% | -17.9% |
| YTD | +14.5% | +56.2% | -41.7% | -24.4% |
| 1Y | +83.3% | +74.5% | +8.8% | +9.3% |
| All | +505.7% | +184.0% | +321.7% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling