+87.0%
CIFR vs OKTA
-30.7%
+117.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.0% |
| 7D | +26.7% | +0.7% | +26.0% | +26.5% |
| 30D | +7.7% | +13.0% | -5.3% | +0.7% |
| 3M | -23.8% | +43.4% | -67.2% | -36.5% |
| 6M | +35.9% | +107.6% | -71.7% | -10.2% |
| YTD | +25.4% | +93.8% | -68.4% | -15.3% |
| 1Y | +139.8% | +80.8% | +58.9% | +67.2% |
| 3Y | +515.0% | +91.8% | +423.1% | +305.0% |
| 5Y | +52.1% | -36.4% | +88.5% | +29.8% |
| All | +87.0% | -30.7% | +117.7% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling