-29.5%
CIFR vs RCAT
+46.9%
-76.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +18.6% | -0.7% | +13.4% |
| 7D | -10.2% | -12.7% | +2.5% | -6.5% |
| 30D | -55.0% | -34.3% | -20.7% | -49.8% |
| 3M | -64.1% | -53.4% | -10.7% | -57.0% |
| 6M | -70.1% | -62.0% | -8.2% | -63.4% |
| YTD | -55.7% | -49.1% | -6.6% | -49.8% |
| 1Y | -69.9% | -53.1% | -16.7% | -65.3% |
| 3Y | +68.7% | +318.7% | -250.0% | +35.7% |
| All | -29.5% | +46.9% | -76.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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