+503.9%
CIFR vs OKE
+72.4%
+431.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.2% |
| 7D | -5.0% | +1.2% | -6.3% | -5.5% |
| 30D | -5.7% | +4.5% | -10.2% | -8.1% |
| 3M | -25.5% | +9.6% | -35.2% | -30.6% |
| 6M | +19.4% | +15.4% | +4.0% | +4.0% |
| YTD | +14.2% | +36.5% | -22.3% | -16.5% |
| 1Y | +69.0% | +39.0% | +30.0% | +20.3% |
| 3Y | +503.9% | +74.3% | +429.6% | +254.1% |
| All | +503.9% | +72.4% | +431.6% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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