-71.1%
CIFR vs ROST
+54.7%
-125.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.1% | -26.1% | -20.1% |
| 7D | -26.7% | +7.8% | -34.5% | -27.0% |
| 30D | -58.0% | +8.6% | -66.6% | -58.4% |
| 3M | -68.1% | -1.9% | -66.2% | -67.3% |
| 6M | -63.7% | +9.1% | -72.8% | -65.1% |
| YTD | -56.0% | +37.2% | -93.2% | -62.5% |
| 1Y | -71.1% | +52.7% | -123.9% | -75.7% |
| All | -71.1% | +54.7% | -125.8% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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