-33.9%
CIFR vs RCL
+456.6%
-490.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.4% | +16.6% | +17.3% |
| 7D | -10.2% | +6.5% | -16.7% | -13.8% |
| 30D | -55.0% | +15.9% | -70.9% | -58.5% |
| 3M | -64.1% | +2.7% | -66.7% | -65.1% |
| 6M | -70.1% | +15.2% | -85.4% | -72.7% |
| YTD | -55.7% | +19.2% | -74.9% | -61.1% |
| 1Y | -69.9% | +31.6% | -101.5% | -75.1% |
| 3Y | +68.7% | +274.2% | -205.5% | -9.6% |
| 5Y | -26.2% | +250.1% | -276.3% | -67.6% |
| All | -33.9% | +456.6% | -490.5% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling