-33.6%
CIFR vs ROIV
+292.3%
-325.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.5% |
| 7D | -19.6% | +14.3% | -33.9% | -23.2% |
| 30D | -51.7% | +16.2% | -67.9% | -54.0% |
| 3M | -60.0% | +15.1% | -75.1% | -62.0% |
| 6M | -68.2% | +44.2% | -112.4% | -72.0% |
| YTD | -55.8% | +89.8% | -145.6% | -64.0% |
| 1Y | -66.8% | +94.6% | -161.3% | -73.1% |
| 3Y | +119.1% | +367.5% | -248.4% | +40.8% |
| 5Y | -25.3% | +421.4% | -446.7% | -63.4% |
| All | -33.6% | +292.3% | -325.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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