+1,509.0%
NVDA vs CIFR
+60.2%
+1,448.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -1.6% |
| 7D | -4.3% | -8.2% | +3.9% | -3.3% |
| 30D | +0.5% | -7.4% | +7.9% | +1.0% |
| 3M | +9.1% | -24.2% | +33.2% | +10.5% |
| 6M | +18.5% | +14.2% | +4.3% | +12.5% |
| YTD | +17.4% | +8.0% | +9.4% | +11.0% |
| 1Y | +23.4% | +55.5% | -32.1% | +8.4% |
| 3Y | +380.6% | +429.6% | -49.0% | +218.7% |
| 5Y | +875.7% | +20.8% | +855.0% | +516.3% |
| All | +1,509.0% | +60.2% | +1,448.8% | +867.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling