+29.3%
CIFR vs ROK
+45.0%
-15.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.0% |
| 7D | +11.3% | +0.2% | +11.2% | +11.3% |
| 30D | +3.5% | -1.8% | +5.3% | +6.0% |
| 3M | -26.6% | -7.2% | -19.4% | -19.2% |
| 6M | +18.1% | +14.2% | +3.9% | +9.2% |
| YTD | +14.5% | +10.6% | +3.9% | +8.8% |
| 1Y | +83.3% | +25.9% | +57.4% | +54.3% |
| 3Y | +461.5% | +50.8% | +410.7% | +306.9% |
| 5Y | +29.3% | +47.0% | -17.7% | -12.1% |
| All | +29.3% | +45.0% | -15.7% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling