-21.0%
CIFR vs RCL
+292.5%
-313.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | +4.8% | -1.2% | +6.0% | +5.4% |
| 30D | -31.0% | +17.8% | -48.8% | -38.5% |
| 3M | -58.7% | +4.9% | -63.7% | -60.8% |
| 6M | -67.7% | +23.7% | -91.4% | -72.5% |
| YTD | -53.5% | +17.8% | -71.3% | -60.8% |
| 1Y | -54.1% | +28.9% | -83.0% | -64.0% |
| 3Y | +138.2% | +241.9% | -103.7% | +3.2% |
| All | -21.0% | +292.5% | -313.4% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling