-31.2%
CIFR vs ROP
+15.0%
-46.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.8% |
| 30D | -49.6% | +29.5% | -79.2% | -54.4% |
| 3M | -60.4% | +17.5% | -77.9% | -62.9% |
| 6M | -66.9% | +38.1% | -104.9% | -72.5% |
| YTD | -53.9% | +7.0% | -60.8% | -55.2% |
| 1Y | -67.1% | +6.5% | -73.6% | -68.0% |
| 3Y | +118.3% | -5.5% | +123.8% | +143.9% |
| 5Y | -26.9% | -0.4% | -26.5% | -26.3% |
| All | -31.2% | +15.0% | -46.2% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling