+20.8%
CIFR vs TROW
-38.9%
+59.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.5% |
| 7D | -8.2% | -3.0% | -5.2% | -4.5% |
| 30D | -7.4% | -5.5% | -1.9% | -0.2% |
| 3M | -24.2% | +2.3% | -26.4% | -28.5% |
| 6M | +14.2% | +23.9% | -9.7% | -15.9% |
| YTD | +8.0% | +7.9% | +0.1% | -4.3% |
| 1Y | +55.5% | +6.1% | +49.4% | +42.2% |
| 3Y | +429.6% | +13.8% | +415.7% | +375.6% |
| 5Y | +20.8% | -38.2% | +59.0% | +79.0% |
| All | +20.8% | -38.9% | +59.6% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling