-30.7%
CIFR vs ROK
+81.0%
-111.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.6% |
| 7D | +4.8% | +7.1% | -2.3% | -1.8% |
| 30D | -31.0% | -5.0% | -26.0% | -27.1% |
| 3M | -58.7% | -9.4% | -49.3% | -54.0% |
| 6M | -67.7% | -11.0% | -56.7% | -62.5% |
| YTD | -53.5% | +4.4% | -58.0% | -52.5% |
| 1Y | -54.1% | +7.4% | -61.5% | -53.9% |
| 3Y | +138.2% | +61.0% | +77.2% | +77.6% |
| 5Y | -18.5% | +30.4% | -48.9% | -34.9% |
| All | -30.7% | +81.0% | -111.7% | -48.4% |
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 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