-71.1%
CIFR vs ROP
+10.4%
-81.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.9% | -23.9% | -15.6% |
| 7D | -26.7% | +11.7% | -38.4% | -16.2% |
| 30D | -58.0% | +35.5% | -93.5% | -41.4% |
| 3M | -68.1% | +25.6% | -93.7% | -58.2% |
| 6M | -63.7% | +39.3% | -102.9% | -46.5% |
| YTD | -56.0% | +11.6% | -67.6% | -50.8% |
| 1Y | -71.1% | +10.6% | -81.7% | -67.9% |
| All | -71.1% | +10.4% | -81.5% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling