-18.1%
CIFR vs NVTS
-31.6%
+13.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.6% | +1.9% |
| 7D | +28.8% | +21.6% | +7.2% | +22.4% |
| 30D | -36.9% | -8.5% | -28.4% | -35.1% |
| 3M | -60.0% | -31.4% | -28.6% | -55.5% |
| 6M | -64.4% | -50.3% | -14.0% | -57.7% |
| YTD | -51.6% | +33.9% | -85.5% | -57.2% |
| 1Y | -58.9% | +10.6% | -69.5% | -61.7% |
| 3Y | +139.9% | +52.7% | +87.2% | +71.5% |
| 5Y | -15.1% | -48.5% | +33.4% | -27.1% |
| All | -18.1% | -31.6% | +13.5% | -39.7% |
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