+1,119.4%
NBIS vs CIFR
+282.0%
+837.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.3% | +3.4% | +5.6% |
| 7D | +22.2% | +26.7% | -4.5% | +8.3% |
| 30D | +29.7% | +7.7% | +22.0% | +23.9% |
| 3M | +11.9% | -23.8% | +35.7% | +25.0% |
| 6M | +173.0% | +35.9% | +137.1% | +124.2% |
| YTD | +191.4% | +25.4% | +166.0% | +148.4% |
| 1Y | +280.7% | +139.8% | +140.9% | +126.7% |
| All | +1,119.4% | +282.0% | +837.4% | +479.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling