+70.2%
CIFR vs RIG
+617.7%
-547.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.1% |
| 7D | -5.0% | -3.1% | -1.9% | -4.4% |
| 30D | -5.7% | -0.5% | -5.2% | -5.7% |
| 3M | -25.5% | -6.0% | -19.6% | -25.1% |
| 6M | +19.4% | -10.1% | +29.6% | +19.0% |
| YTD | +14.2% | +37.3% | -23.1% | +1.9% |
| 1Y | +69.0% | +73.9% | -4.9% | +43.3% |
| 3Y | +503.9% | -30.2% | +534.1% | +486.3% |
| 5Y | +27.7% | +62.5% | -34.8% | +7.2% |
| All | +70.2% | +617.7% | -547.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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