+70.2%
CIFR vs RIO
+167.0%
-96.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | -5.0% | -3.2% | -1.8% | -3.2% |
| 30D | -5.7% | +0.9% | -6.6% | -6.0% |
| 3M | -25.5% | -1.4% | -24.1% | -25.3% |
| 6M | +19.4% | +10.9% | +8.5% | +13.7% |
| YTD | +14.2% | +31.2% | -17.1% | +0.9% |
| 1Y | +69.0% | +67.9% | +1.1% | +32.6% |
| 3Y | +503.9% | +88.8% | +415.1% | +357.6% |
| 5Y | +27.7% | +93.1% | -65.5% | -7.6% |
| All | +70.2% | +167.0% | -96.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling