+87.0%
CIFR vs TROW
-3.5%
+90.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.7% |
| 7D | +26.7% | +0.4% | +26.3% | +26.3% |
| 30D | +7.7% | -4.0% | +11.8% | +13.2% |
| 3M | -23.8% | +5.0% | -28.8% | -30.0% |
| 6M | +35.9% | +24.3% | +11.6% | +2.8% |
| YTD | +25.4% | +9.8% | +15.6% | +10.4% |
| 1Y | +139.8% | +6.4% | +133.3% | +120.5% |
| 3Y | +515.0% | +15.8% | +499.2% | +453.5% |
| 5Y | +52.1% | -37.3% | +89.4% | +97.8% |
| All | +87.0% | -3.5% | +90.5% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling