+55.5%
CIFR vs ROK
+24.9%
+30.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -4.1% |
| 7D | -8.2% | -1.6% | -6.6% | -6.0% |
| 30D | -7.4% | -5.4% | -1.9% | +1.0% |
| 3M | -24.2% | -4.0% | -20.2% | -17.4% |
| 6M | +14.2% | +13.3% | +0.8% | +5.4% |
| YTD | +8.0% | +9.3% | -1.4% | +2.8% |
| 1Y | +55.5% | +25.8% | +29.7% | +47.4% |
| All | +55.5% | +24.9% | +30.6% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling