-29.5%
CIFR vs ROL
+13.1%
-42.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.1% | +20.0% | +18.5% |
| 7D | -10.2% | +9.5% | -19.7% | -12.7% |
| 30D | -55.0% | +22.9% | -78.0% | -58.0% |
| 3M | -64.1% | +3.5% | -67.6% | -64.7% |
| 6M | -70.1% | -29.4% | -40.7% | -66.1% |
| YTD | -55.7% | -36.1% | -19.6% | -47.8% |
| 1Y | -69.9% | -34.4% | -35.5% | -65.1% |
| 3Y | +68.7% | +4.0% | +64.7% | +29.9% |
| All | -29.5% | +13.1% | -42.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling