+138.2%
CIFR vs OKTA
+171.9%
-33.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | +4.8% | +8.4% | -3.6% | +2.2% |
| 30D | -31.0% | -13.7% | -17.3% | -27.5% |
| 3M | -58.7% | +18.0% | -76.7% | -61.1% |
| 6M | -67.7% | +133.8% | -201.6% | -78.0% |
| YTD | -53.5% | +111.5% | -165.0% | -67.8% |
| 1Y | -54.1% | +118.3% | -172.4% | -68.8% |
| 3Y | +138.2% | +168.0% | -29.8% | +54.2% |
| All | +138.2% | +171.9% | -33.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling