-28.2%
CIFR vs ROL
+5.4%
-33.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +9.4% | +0.8% | +8.6% | +9.1% |
| 30D | -45.3% | +20.6% | -65.9% | -48.3% |
| 3M | -58.7% | +4.5% | -63.2% | -59.4% |
| 6M | -64.9% | -26.5% | -38.4% | -61.4% |
| YTD | -51.8% | -34.8% | -17.0% | -44.8% |
| 1Y | -61.9% | -33.2% | -28.7% | -57.0% |
| 3Y | +138.6% | +4.5% | +134.1% | +101.7% |
| 5Y | -13.0% | +15.5% | -28.5% | -31.8% |
| All | -28.2% | +5.4% | -33.6% | -43.4% |
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