+70.2%
CIFR vs TROW
-6.3%
+76.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +7.1% |
| 7D | -5.0% | -3.2% | -1.8% | -1.4% |
| 30D | -5.7% | -4.6% | -1.1% | -0.1% |
| 3M | -25.5% | -0.7% | -24.9% | -27.0% |
| 6M | +19.4% | +22.2% | -2.8% | -7.8% |
| YTD | +14.2% | +6.6% | +7.5% | +4.0% |
| 1Y | +69.0% | +5.8% | +63.2% | +56.9% |
| 3Y | +503.9% | +11.6% | +492.3% | +467.2% |
| 5Y | +27.7% | -38.9% | +66.6% | +71.7% |
| All | +70.2% | -6.3% | +76.5% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling