-28.2%
CIFR vs RCL
+470.3%
-498.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.4% | +10.3% | +9.5% |
| 7D | +9.4% | +0.6% | +8.8% | +9.3% |
| 30D | -45.3% | +19.4% | -64.7% | -50.3% |
| 3M | -58.7% | +9.8% | -68.5% | -61.1% |
| 6M | -64.9% | +28.6% | -93.6% | -69.6% |
| YTD | -51.8% | +22.2% | -74.0% | -58.2% |
| 1Y | -61.9% | +29.7% | -91.6% | -68.2% |
| 3Y | +138.6% | +265.3% | -126.7% | +28.8% |
| 5Y | -13.0% | +301.8% | -314.7% | -62.3% |
| All | -28.2% | +470.3% | -498.4% | -68.9% |
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