+79.2%
CIFR vs RIO
+175.9%
-96.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +16.9% | 0.0% | +17.0% | +17.0% |
| 30D | -5.2% | +4.0% | -9.2% | -7.2% |
| 3M | -30.6% | +0.1% | -30.7% | -30.7% |
| 6M | +10.6% | +12.7% | -2.1% | +4.2% |
| YTD | +20.2% | +35.6% | -15.4% | +4.1% |
| 1Y | +139.7% | +73.7% | +66.0% | +83.9% |
| 3Y | +489.4% | +93.3% | +396.1% | +338.6% |
| 5Y | +54.4% | +92.4% | -38.0% | +9.6% |
| All | +79.2% | +175.9% | -96.7% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling