+28.0%
NBIS vs CIFR
-69.0%
+97.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -20.0% | +13.3% | +5.4% |
| 7D | -22.4% | -26.7% | +4.3% | -7.9% |
| 30D | -39.1% | -58.0% | +18.9% | +0.7% |
| 3M | -37.3% | -68.1% | +30.8% | +19.3% |
| 6M | -19.8% | -63.7% | +43.9% | +32.9% |
| YTD | +69.1% | -56.0% | +125.0% | +136.2% |
| 1Y | +28.0% | -71.1% | +99.2% | +119.8% |
| All | +28.0% | -69.0% | +97.1% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling