-31.2%
CIFR vs ROL
+5.6%
-36.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +2.0% | +3.5% |
| 7D | -0.7% | +7.5% | -8.3% | -2.7% |
| 30D | -49.6% | +21.1% | -70.8% | -52.4% |
| 3M | -60.4% | +3.1% | -63.5% | -60.9% |
| 6M | -66.9% | -27.4% | -39.4% | -63.3% |
| YTD | -53.9% | -34.7% | -19.1% | -47.2% |
| 1Y | -67.1% | -32.9% | -34.1% | -62.9% |
| 3Y | +118.3% | +6.1% | +112.1% | +82.7% |
| 5Y | -26.9% | +16.3% | -43.2% | -42.8% |
| All | -31.2% | +5.6% | -36.8% | -45.9% |
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 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