+61.0%
CIFR vs ROL
-5.8%
+66.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.7% | -5.7% |
| 7D | -8.2% | -3.2% | -5.0% | -7.3% |
| 30D | -7.4% | -6.6% | -0.8% | -5.6% |
| 3M | -24.2% | -27.3% | +3.1% | -16.5% |
| 6M | +14.2% | -38.1% | +52.3% | +33.7% |
| YTD | +8.0% | -41.8% | +49.8% | +28.2% |
| 1Y | +55.5% | -37.8% | +93.3% | +77.7% |
| 3Y | +429.6% | -0.3% | +429.9% | +344.8% |
| 5Y | +20.8% | -5.1% | +25.8% | +0.2% |
| All | +61.0% | -5.8% | +66.8% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling