-66.4%
CIFR vs ROL
-27.7%
-38.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +2.0% | +6.3% |
| 7D | -0.7% | +7.5% | -8.3% | +7.0% |
| 30D | -49.6% | +21.1% | -70.8% | -37.5% |
| 3M | -60.4% | +3.1% | -63.5% | -58.4% |
| All | -66.4% | -27.7% | -38.7% | -76.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling