+138.2%
CIFR vs ROL
+5.9%
+132.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.6% | -3.4% |
| 7D | +4.8% | +3.0% | +1.8% | +5.7% |
| 30D | -31.0% | +19.8% | -50.8% | -27.6% |
| 3M | -58.7% | +7.9% | -66.6% | -57.2% |
| 6M | -67.7% | -25.6% | -42.1% | -67.2% |
| YTD | -53.5% | -34.1% | -19.4% | -52.8% |
| 1Y | -54.1% | -31.4% | -22.7% | -53.6% |
| 3Y | +138.2% | +4.7% | +133.5% | +162.2% |
| All | +138.2% | +5.9% | +132.3% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling