+87.0%
CIFR vs ARKK
-13.5%
+100.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.5% |
| 7D | +26.7% | +3.6% | +23.1% | +22.1% |
| 30D | +7.7% | +8.4% | -0.6% | -1.9% |
| 3M | -23.8% | +13.4% | -37.2% | -34.0% |
| 6M | +35.9% | +18.9% | +17.0% | +12.0% |
| YTD | +25.4% | +11.9% | +13.5% | +14.2% |
| 1Y | +139.8% | +13.1% | +126.7% | +122.5% |
| 3Y | +515.0% | +97.1% | +417.9% | +291.2% |
| 5Y | +52.1% | -27.8% | +79.9% | +52.6% |
| All | +87.0% | -13.5% | +100.5% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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