-71.1%
CIFR vs ROL
-34.1%
-37.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.8% | -22.7% | -18.2% |
| 7D | -26.7% | +14.6% | -41.3% | -19.6% |
| 30D | -58.0% | +29.3% | -87.3% | -50.2% |
| 3M | -68.1% | +2.0% | -70.1% | -66.6% |
| 6M | -63.7% | -28.5% | -35.1% | -65.8% |
| YTD | -56.0% | -35.3% | -20.6% | -59.9% |
| 1Y | -71.1% | -34.7% | -36.4% | -74.9% |
| All | -71.1% | -34.1% | -37.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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