+119.1%
CIFR vs RKT
+92.6%
+26.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.3% |
| 7D | -19.6% | +4.6% | -24.2% | -21.5% |
| 30D | -51.7% | +25.9% | -77.6% | -56.6% |
| 3M | -60.0% | +5.0% | -65.0% | -61.5% |
| 6M | -68.2% | -7.9% | -60.3% | -68.5% |
| YTD | -55.8% | -25.4% | -30.4% | -52.3% |
| 1Y | -66.8% | -15.4% | -51.4% | -65.8% |
| 3Y | +119.1% | +83.3% | +35.8% | +38.5% |
| All | +119.1% | +92.6% | +26.6% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling