+139.7%
CIFR vs OKTA
+90.9%
+48.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +16.9% | +2.6% | +14.3% | +16.9% |
| 30D | -5.2% | +16.0% | -21.2% | -5.6% |
| 3M | -30.6% | +38.2% | -68.7% | -31.4% |
| 6M | +10.6% | +137.8% | -127.2% | +1.0% |
| YTD | +20.2% | +97.3% | -77.1% | +21.1% |
| 1Y | +139.7% | +90.1% | +49.6% | +154.8% |
| All | +139.7% | +90.9% | +48.9% | +154.8% |
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