+515.0%
CIFR vs RIG
-28.9%
+543.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.9% | +5.0% |
| 7D | +26.7% | -2.7% | +29.4% | +27.8% |
| 30D | +7.7% | +9.5% | -1.8% | +2.8% |
| 3M | -23.8% | -6.6% | -17.2% | -22.6% |
| 6M | +35.9% | -2.9% | +38.8% | +28.3% |
| YTD | +25.4% | +39.5% | -14.1% | -4.9% |
| 1Y | +139.8% | +82.3% | +57.5% | +57.9% |
| 3Y | +515.0% | -29.6% | +544.5% | +416.1% |
| All | +515.0% | -28.9% | +543.8% | +416.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling