-71.1%
CIFR vs NVTS
-9.1%
-62.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +9.0% | -28.9% | -23.8% |
| 7D | -26.7% | -0.3% | -26.4% | -27.1% |
| 30D | -58.0% | -24.4% | -33.6% | -53.0% |
| 3M | -68.1% | -26.5% | -41.6% | -63.8% |
| 6M | -63.7% | -41.4% | -22.3% | -57.8% |
| YTD | -56.0% | +30.7% | -86.6% | -68.5% |
| 1Y | -71.1% | -10.8% | -60.3% | -75.6% |
| All | -71.1% | -9.1% | -62.1% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling