+259.8%
CIFR vs RBRK
+130.3%
+129.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -8.2% | -3.5% | -4.7% | -7.3% |
| 30D | -7.4% | -8.3% | +0.9% | -5.6% |
| 3M | -24.2% | +24.7% | -48.8% | -31.2% |
| 6M | +14.2% | +58.9% | -44.7% | -7.8% |
| YTD | +8.0% | +16.3% | -8.3% | -3.3% |
| 1Y | +55.5% | +10.1% | +45.4% | +40.6% |
| All | +259.8% | +130.3% | +129.5% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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