+515.0%
CIFR vs RIO
+104.4%
+410.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.8% |
| 7D | +26.7% | +1.9% | +24.8% | +24.3% |
| 30D | +7.7% | +5.0% | +2.8% | +2.5% |
| 3M | -23.8% | +5.1% | -28.9% | -28.4% |
| 6M | +35.9% | +17.6% | +18.3% | +14.6% |
| YTD | +25.4% | +36.3% | -10.9% | -8.0% |
| 1Y | +139.8% | +71.2% | +68.6% | +37.5% |
| 3Y | +515.0% | +102.7% | +412.2% | +186.9% |
| All | +515.0% | +104.4% | +410.5% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling