+70.2%
CIFR vs ROK
+92.7%
-22.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.1% |
| 7D | -5.0% | -1.2% | -3.8% | -3.8% |
| 30D | -5.7% | -4.8% | -0.9% | -0.7% |
| 3M | -25.5% | -6.1% | -19.4% | -19.5% |
| 6M | +19.4% | +15.5% | +3.9% | +10.3% |
| YTD | +14.2% | +11.2% | +3.0% | +8.8% |
| 1Y | +69.0% | +23.8% | +45.2% | +47.4% |
| 3Y | +503.9% | +53.1% | +450.8% | +349.1% |
| 5Y | +27.7% | +48.3% | -20.6% | -7.2% |
| All | +70.2% | +92.7% | -22.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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