+138.2%
CIFR vs NVTS
+44.1%
+94.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -2.7% |
| 7D | +4.8% | +3.9% | +0.9% | +3.9% |
| 30D | -31.0% | -4.3% | -26.7% | -30.1% |
| 3M | -58.7% | -34.5% | -24.2% | -54.7% |
| 6M | -67.7% | -57.7% | -10.0% | -61.9% |
| YTD | -53.5% | +25.4% | -78.9% | -56.1% |
| 1Y | -54.1% | +13.1% | -67.2% | -55.7% |
| 3Y | +138.2% | +48.9% | +89.3% | +211.7% |
| All | +138.2% | +44.1% | +94.1% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling