+396.3%
NVDA vs CIFR
+506.9%
-110.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.4% | -2.6% |
| 7D | +3.8% | +26.7% | -22.9% | +0.6% |
| 30D | +0.8% | +7.7% | -7.0% | -0.6% |
| 3M | +8.2% | -23.8% | +32.0% | +9.5% |
| 6M | +27.1% | +35.9% | -8.8% | +18.1% |
| YTD | +21.2% | +25.4% | -4.2% | +12.4% |
| 1Y | +34.3% | +139.8% | -105.5% | +10.8% |
| 3Y | +396.3% | +515.0% | -118.7% | +246.6% |
| All | +396.3% | +506.9% | -110.6% | +246.6% |
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