+235.9%
NVDA vs CIFR
+129.4%
+106.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.5% |
| 7D | -12.7% | +4.8% | -17.6% | -13.3% |
| 30D | -26.4% | -31.0% | +4.6% | -23.4% |
| 3M | -27.6% | -58.7% | +31.1% | -20.2% |
| 6M | -27.7% | -67.7% | +40.0% | -19.5% |
| YTD | -12.5% | -53.5% | +41.0% | -9.1% |
| 1Y | -12.6% | -54.1% | +41.4% | -9.8% |
| 3Y | +235.9% | +138.2% | +97.8% | +164.4% |
| All | +235.9% | +129.4% | +106.5% | +164.4% |
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