+65.5%
CIFR vs RDW
-0.7%
+66.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.7% |
| 7D | -5.0% | +0.9% | -5.9% | -5.4% |
| 30D | -5.7% | -21.3% | +15.6% | +4.3% |
| 3M | -25.5% | -37.9% | +12.3% | -11.8% |
| 6M | +19.4% | +12.3% | +7.2% | -0.7% |
| YTD | +14.2% | +39.7% | -25.6% | -16.3% |
| 1Y | +69.0% | +25.7% | +43.3% | +24.9% |
| 3Y | +503.9% | +230.8% | +273.1% | +94.2% |
| 5Y | +27.7% | -8.8% | +36.4% | -45.2% |
| All | +65.5% | -0.7% | +66.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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