-71.1%
CIFR vs OKTA
+114.8%
-185.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.7% | -20.7% | -20.0% |
| 7D | -26.7% | -14.2% | -12.5% | -26.0% |
| 30D | -58.0% | -12.5% | -45.5% | -57.7% |
| 3M | -68.1% | +29.2% | -97.4% | -67.9% |
| 6M | -63.7% | +147.3% | -211.0% | -64.6% |
| YTD | -56.0% | +120.9% | -176.9% | -55.4% |
| 1Y | -71.1% | +119.7% | -190.8% | -70.1% |
| All | -71.1% | +114.8% | -185.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling