+51.0%
CIFR vs ROL
-3.8%
+54.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +16.9% | -1.4% | +18.4% | +17.5% |
| 30D | -5.2% | -4.1% | -1.1% | -4.0% |
| 3M | -30.6% | -22.5% | -8.1% | -24.4% |
| 6M | +10.6% | -37.7% | +48.3% | +33.6% |
| YTD | +20.2% | -39.6% | +59.8% | +45.4% |
| 1Y | +139.7% | -36.0% | +175.7% | +177.7% |
| 3Y | +489.4% | -5.1% | +494.5% | +380.5% |
| All | +51.0% | -3.8% | +54.7% | +13.2% |
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