+70.2%
CIFR vs OKTA
-31.2%
+101.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +6.8% |
| 7D | -5.0% | -2.4% | -2.6% | -4.3% |
| 30D | -5.7% | +13.0% | -18.7% | -12.0% |
| 3M | -25.5% | +41.7% | -67.2% | -37.8% |
| 6M | +19.4% | +105.9% | -86.5% | -20.9% |
| YTD | +14.2% | +92.6% | -78.4% | -22.9% |
| 1Y | +69.0% | +81.1% | -12.0% | +17.7% |
| 3Y | +503.9% | +84.8% | +419.1% | +304.3% |
| 5Y | +27.7% | -34.4% | +62.1% | +8.7% |
| All | +70.2% | -31.2% | +101.4% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling