-34.0%
CIFR vs RKT
-18.1%
-15.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.4% |
| 7D | -19.6% | +4.6% | -24.2% | -21.5% |
| 30D | -51.7% | +25.9% | -77.6% | -56.4% |
| 3M | -60.0% | +5.0% | -65.0% | -61.5% |
| 6M | -68.2% | -7.9% | -60.3% | -68.6% |
| YTD | -55.8% | -25.4% | -30.4% | -52.9% |
| 1Y | -66.8% | -15.4% | -51.4% | -66.1% |
| 3Y | +119.1% | +83.3% | +35.8% | +55.9% |
| 5Y | -25.3% | -0.8% | -24.5% | -43.0% |
| All | -34.0% | -18.1% | -15.9% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling