-28.2%
CIFR vs NXPI
+116.9%
-145.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.0% | +5.8% | +6.7% |
| 7D | +9.4% | +1.7% | +7.7% | +8.9% |
| 30D | -45.3% | +19.7% | -65.0% | -51.6% |
| 3M | -58.7% | +14.5% | -73.2% | -62.3% |
| 6M | -64.9% | -11.2% | -53.7% | -61.6% |
| YTD | -51.8% | +25.8% | -77.6% | -60.7% |
| 1Y | -61.9% | +35.2% | -97.1% | -70.9% |
| 3Y | +138.6% | +52.3% | +86.3% | +72.0% |
| 5Y | -13.0% | +34.8% | -47.8% | -35.5% |
| All | -28.2% | +116.9% | -145.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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