+505.7%
CIFR vs ROST
+93.3%
+412.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.8% | -6.9% | -7.3% |
| 7D | +11.3% | -2.2% | +13.6% | +13.5% |
| 30D | +3.5% | -11.4% | +14.9% | +13.5% |
| 3M | -26.6% | -1.6% | -25.0% | -27.8% |
| 6M | +18.1% | +6.8% | +11.3% | +6.3% |
| YTD | +14.5% | +25.8% | -11.3% | -12.2% |
| 1Y | +83.3% | +52.4% | +30.9% | +14.6% |
| All | +505.7% | +93.3% | +412.4% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling