-25.3%
CIFR vs RIG
+42.7%
-68.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -19.6% | -12.2% | -7.4% | -15.2% |
| 30D | -51.7% | -6.0% | -45.7% | -50.7% |
| 3M | -60.0% | -9.4% | -50.6% | -59.1% |
| 6M | -68.2% | -19.1% | -49.2% | -66.9% |
| YTD | -55.8% | +25.4% | -81.2% | -62.3% |
| 1Y | -66.8% | +23.3% | -90.1% | -71.4% |
| 3Y | +119.1% | -22.1% | +141.2% | +108.0% |
| 5Y | -25.3% | +50.1% | -75.4% | -51.5% |
| All | -25.3% | +42.7% | -68.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling