+48.4%
CIFR vs RBLX
-31.0%
+79.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.4% |
| 7D | +11.3% | +8.0% | +3.3% | +7.7% |
| 30D | +3.5% | +20.2% | -16.7% | -5.0% |
| 3M | -26.6% | +3.5% | -30.2% | -31.3% |
| 6M | +18.1% | -28.9% | +47.0% | +27.9% |
| YTD | +14.5% | -45.1% | +59.6% | +40.4% |
| 1Y | +83.3% | -66.2% | +149.5% | +178.8% |
| 3Y | +461.5% | +53.5% | +408.0% | +318.1% |
| 5Y | +29.3% | -48.4% | +77.7% | +16.6% |
| All | +48.4% | -31.0% | +79.4% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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