+87.0%
CIFR vs RCL
+347.3%
-260.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +26.7% | -0.5% | +27.1% | +27.0% |
| 30D | +7.7% | -17.3% | +25.1% | +17.8% |
| 3M | -23.8% | -2.8% | -21.0% | -23.7% |
| 6M | +35.9% | -4.4% | +40.3% | +38.0% |
| YTD | +25.4% | -4.2% | +29.6% | +23.9% |
| 1Y | +139.8% | -23.4% | +163.1% | +159.7% |
| 3Y | +515.0% | +179.4% | +335.6% | +283.2% |
| 5Y | +52.1% | +238.8% | -186.7% | -24.9% |
| All | +87.0% | +347.3% | -260.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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