-64.4%
CIFR vs ROST
+10.9%
-75.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | -0.3% |
| 7D | +28.8% | +0.9% | +28.0% | +29.5% |
| 30D | -36.9% | +5.1% | -42.1% | -34.2% |
| 3M | -60.0% | -4.3% | -55.7% | -59.1% |
| 6M | -64.4% | +9.4% | -73.8% | -62.7% |
| All | -64.4% | +10.9% | -75.2% | -62.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling