+79.2%
CIFR vs RIG
+640.5%
-561.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +5.0% | +2.8% |
| 7D | +16.9% | +0.9% | +16.1% | +16.5% |
| 30D | -5.2% | +13.8% | -19.0% | -8.3% |
| 3M | -30.6% | -6.4% | -24.2% | -29.9% |
| 6M | +10.6% | -8.2% | +18.8% | +9.9% |
| YTD | +20.2% | +41.6% | -21.5% | +6.5% |
| 1Y | +139.7% | +88.7% | +51.0% | +99.6% |
| 3Y | +489.4% | -30.9% | +520.2% | +471.5% |
| 5Y | +54.4% | +57.7% | -3.3% | +28.7% |
| All | +79.2% | +640.5% | -561.3% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling