-26.9%
CIFR vs ROP
-0.2%
-26.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -55.1% |
| 3M | -60.4% | +17.5% | -77.9% | -63.3% |
| 6M | -66.9% | +38.1% | -104.9% | -73.3% |
| YTD | -53.9% | +7.0% | -60.8% | -55.0% |
| 1Y | -67.1% | +6.5% | -73.6% | -67.9% |
| 3Y | +118.3% | -5.5% | +123.8% | +149.4% |
| 5Y | -26.9% | -0.4% | -26.5% | -28.3% |
| All | -26.9% | -0.2% | -26.6% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling