-33.9%
CIFR vs RBA
+65.8%
-99.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.3% | +19.3% | +18.3% |
| 7D | -10.2% | +4.3% | -14.5% | -11.6% |
| 30D | -55.0% | +16.3% | -71.4% | -57.4% |
| 3M | -64.1% | +1.3% | -65.4% | -64.6% |
| 6M | -70.1% | -11.1% | -59.1% | -69.5% |
| YTD | -55.7% | -8.5% | -47.2% | -55.3% |
| 1Y | -69.9% | -2.1% | -67.7% | -70.3% |
| 3Y | +68.7% | +44.6% | +24.1% | +54.7% |
| 5Y | -26.2% | +36.8% | -63.0% | -27.1% |
| All | -33.9% | +65.8% | -99.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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