+82.6%
CIFR vs NVTS
-20.2%
+102.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.9% | -1.8% | -4.7% |
| 7D | -8.2% | +0.5% | -8.7% | -8.3% |
| 30D | -7.4% | -18.0% | +10.6% | -2.0% |
| 3M | -24.2% | -45.6% | +21.4% | -11.3% |
| 6M | +14.2% | +28.5% | -14.3% | +2.0% |
| YTD | +8.0% | +56.2% | -48.2% | -8.7% |
| 1Y | +55.5% | +97.7% | -42.2% | +22.0% |
| 3Y | +429.6% | +35.0% | +394.6% | +310.6% |
| All | +82.6% | -20.2% | +102.8% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling