+505.7%
CIFR vs NVTS
+37.8%
+468.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.3% | -5.4% | -8.0% |
| 7D | +11.3% | +3.5% | +7.9% | +10.6% |
| 30D | +3.5% | -11.9% | +15.4% | +6.7% |
| 3M | -26.6% | -49.2% | +22.6% | -16.3% |
| 6M | +18.1% | +38.4% | -20.3% | +8.4% |
| YTD | +14.5% | +62.5% | -48.0% | +2.0% |
| 1Y | +83.3% | +101.4% | -18.1% | +57.2% |
| All | +505.7% | +37.8% | +468.0% | +710.9% |
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