-21.0%
CIFR vs ROIV
+380.3%
-401.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.6% |
| 7D | +4.8% | +1.7% | +3.1% | +4.1% |
| 30D | -31.0% | +17.6% | -48.6% | -35.2% |
| 3M | -58.7% | +9.0% | -67.7% | -60.3% |
| 6M | -67.7% | +35.3% | -103.0% | -71.5% |
| YTD | -53.5% | +82.2% | -135.7% | -62.9% |
| 1Y | -54.1% | +92.3% | -146.3% | -64.0% |
| 3Y | +138.2% | +336.8% | -198.6% | +44.3% |
| All | -21.0% | +380.3% | -401.3% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling