-31.2%
CIFR vs RCL
+473.3%
-504.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +2.6% |
| 7D | -0.7% | +5.0% | -5.7% | -3.7% |
| 30D | -49.6% | +19.4% | -69.0% | -54.1% |
| 3M | -60.4% | +5.9% | -66.3% | -62.0% |
| 6M | -66.9% | +23.8% | -90.7% | -70.7% |
| YTD | -53.9% | +22.8% | -76.7% | -60.1% |
| 1Y | -67.1% | +34.3% | -101.3% | -73.0% |
| 3Y | +118.3% | +276.4% | -158.2% | +16.4% |
| 5Y | -26.9% | +281.6% | -308.4% | -68.3% |
| All | -31.2% | +473.3% | -504.5% | -70.3% |
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