-28.2%
CIFR vs RIG
+572.2%
-600.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.5% | +6.4% | +8.3% |
| 7D | +9.4% | -2.6% | +12.0% | +10.4% |
| 30D | -45.3% | -5.2% | -40.1% | -44.6% |
| 3M | -58.7% | -8.6% | -50.1% | -58.1% |
| 6M | -64.9% | -18.9% | -46.0% | -63.9% |
| YTD | -51.8% | +28.6% | -80.4% | -56.6% |
| 1Y | -61.9% | +25.5% | -87.4% | -65.3% |
| 3Y | +138.6% | -20.2% | +158.7% | +128.4% |
| 5Y | -13.0% | +53.9% | -66.9% | -26.5% |
| All | -28.2% | +572.2% | -600.3% | -39.0% |
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