-34.0%
CIFR vs RIG
+555.7%
-589.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -19.6% | -12.2% | -7.4% | -16.7% |
| 30D | -51.7% | -6.0% | -45.7% | -51.0% |
| 3M | -60.0% | -9.4% | -50.6% | -59.4% |
| 6M | -68.2% | -19.1% | -49.2% | -67.3% |
| YTD | -55.8% | +25.4% | -81.2% | -59.9% |
| 1Y | -66.8% | +23.3% | -90.1% | -69.7% |
| 3Y | +119.1% | -22.1% | +141.2% | +110.9% |
| 5Y | -25.3% | +50.1% | -75.4% | -36.5% |
| All | -34.0% | +555.7% | -589.7% | -43.7% |
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