+79.2%
CIFR vs ROK
+95.1%
-15.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +0.9% |
| 7D | +16.9% | +0.7% | +16.3% | +16.4% |
| 30D | -5.2% | -3.3% | -1.9% | -1.6% |
| 3M | -30.6% | -5.9% | -24.7% | -24.8% |
| 6M | +10.6% | +13.9% | -3.3% | +3.4% |
| YTD | +20.2% | +12.6% | +7.6% | +13.1% |
| 1Y | +139.7% | +28.6% | +111.1% | +101.5% |
| 3Y | +489.4% | +45.1% | +444.3% | +350.9% |
| 5Y | +54.4% | +45.6% | +8.8% | +11.2% |
| All | +79.2% | +95.1% | -15.9% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling