-58.9%
CIFR vs ROST
+46.7%
-105.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.7% |
| 7D | +28.8% | +0.9% | +28.0% | +28.7% |
| 30D | -36.9% | +5.1% | -42.1% | -37.2% |
| 3M | -60.0% | -4.3% | -55.7% | -59.0% |
| 6M | -64.4% | +9.4% | -73.8% | -66.7% |
| YTD | -51.6% | +32.5% | -84.1% | -57.5% |
| 1Y | -58.9% | +46.9% | -105.8% | -62.4% |
| All | -58.9% | +46.7% | -105.6% | -62.4% |
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