+79.2%
CIFR vs ROL
-2.2%
+81.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +16.9% | -1.4% | +18.4% | +17.4% |
| 30D | -5.2% | -4.1% | -1.1% | -4.2% |
| 3M | -30.6% | -22.5% | -8.1% | -25.4% |
| 6M | +10.6% | -37.7% | +48.3% | +29.6% |
| YTD | +20.2% | -39.6% | +59.8% | +41.1% |
| 1Y | +139.7% | -36.0% | +175.7% | +171.9% |
| 3Y | +489.4% | -5.1% | +494.5% | +414.3% |
| 5Y | +54.4% | -3.4% | +57.8% | +26.8% |
| All | +79.2% | -2.2% | +81.4% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling