+1,022.8%
NBIS vs CIFR
+247.8%
+775.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -4.4% |
| 7D | -0.8% | -5.0% | +4.2% | +1.5% |
| 30D | -13.4% | -5.7% | -7.7% | -12.3% |
| 3M | +1.0% | -25.5% | +26.6% | +14.3% |
| 6M | +100.5% | +19.4% | +81.1% | +74.6% |
| YTD | +168.3% | +14.2% | +154.1% | +138.8% |
| 1Y | +151.8% | +69.0% | +82.8% | +73.7% |
| All | +1,022.8% | +247.8% | +775.0% | +457.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling