+1,040.6%
NBIS vs CIFR
+229.0%
+811.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.7% | +0.6% | -2.3% |
| 7D | +8.3% | -8.2% | +16.5% | +12.9% |
| 30D | +18.1% | -7.4% | +25.4% | +21.3% |
| 3M | +7.8% | -24.2% | +31.9% | +21.3% |
| 6M | +136.6% | +14.2% | +122.4% | +111.2% |
| YTD | +172.5% | +8.0% | +164.5% | +149.7% |
| 1Y | +144.3% | +55.5% | +88.7% | +75.8% |
| All | +1,040.6% | +229.0% | +811.6% | +482.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling