+56.6%
CIFR vs RDW
+1.6%
+55.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -6.3% |
| 7D | -8.2% | +4.8% | -13.1% | -10.0% |
| 30D | -7.4% | -19.5% | +12.2% | +1.6% |
| 3M | -24.2% | -26.9% | +2.7% | -16.1% |
| 6M | +14.2% | +17.8% | -3.6% | -6.9% |
| YTD | +8.0% | +43.0% | -35.0% | -21.5% |
| 1Y | +55.5% | +32.1% | +23.4% | +12.5% |
| 3Y | +429.6% | +250.6% | +178.9% | +65.5% |
| 5Y | +20.8% | -6.6% | +27.4% | -48.6% |
| All | +56.6% | +1.6% | +55.0% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling