+29.3%
CIFR vs RIG
+64.1%
-34.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.4% |
| 7D | +11.3% | -8.2% | +19.5% | +14.4% |
| 30D | +3.5% | -0.2% | +3.7% | +3.4% |
| 3M | -26.6% | -2.7% | -23.9% | -26.9% |
| 6M | +18.1% | -7.5% | +25.6% | +16.0% |
| YTD | +14.5% | +38.3% | -23.8% | -4.3% |
| 1Y | +83.3% | +81.8% | +1.5% | +39.3% |
| 3Y | +461.5% | -30.2% | +491.7% | +447.1% |
| 5Y | +29.3% | +59.9% | -30.6% | -5.9% |
| All | +29.3% | +64.1% | -34.8% | -5.9% |
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