+80.3%
CIFR vs ROIV
+232.7%
-152.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | +16.9% | +0.6% | +16.3% | +16.7% |
| 30D | -5.2% | +1.0% | -6.1% | -5.6% |
| 3M | -30.6% | +18.3% | -48.9% | -34.1% |
| 6M | +10.6% | +18.3% | -7.7% | +4.7% |
| YTD | +20.2% | +61.0% | -40.8% | +3.8% |
| 1Y | +139.7% | +177.9% | -38.2% | +76.2% |
| 3Y | +489.4% | +199.1% | +290.3% | +320.7% |
| 5Y | +54.4% | +250.7% | -196.3% | -11.4% |
| All | +80.3% | +232.7% | -152.4% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling