+911.9%
NVDA vs CIFR
+38.5%
+873.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | +0.2% |
| 7D | -0.3% | +11.3% | -11.7% | -1.8% |
| 30D | +2.8% | +3.5% | -0.7% | +1.9% |
| 3M | +7.4% | -26.6% | +34.1% | +9.3% |
| 6M | +22.6% | +18.1% | +4.5% | +16.0% |
| YTD | +20.1% | +14.5% | +5.6% | +12.8% |
| 1Y | +31.2% | +83.3% | -52.1% | +12.8% |
| 3Y | +391.7% | +461.5% | -69.7% | +224.4% |
| 5Y | +911.9% | +29.3% | +882.6% | +495.7% |
| All | +911.9% | +38.5% | +873.4% | +495.7% |
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 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