-28.2%
CIFR vs RKT
-18.2%
-10.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +9.0% | +8.9% |
| 7D | +9.4% | -3.8% | +13.2% | +11.1% |
| 30D | -45.3% | +32.8% | -78.2% | -51.6% |
| 3M | -58.7% | +0.8% | -59.5% | -59.7% |
| 6M | -64.9% | -2.6% | -62.3% | -66.1% |
| YTD | -51.8% | -25.4% | -26.4% | -48.7% |
| 1Y | -61.9% | -19.1% | -42.8% | -60.5% |
| 3Y | +138.6% | +83.2% | +55.4% | +69.8% |
| 5Y | -13.0% | +0.8% | -13.8% | -33.6% |
| All | -28.2% | -18.2% | -10.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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