+61.0%
CIFR vs RJF
+255.6%
-194.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -4.8% |
| 7D | -8.2% | -4.2% | -4.1% | -5.1% |
| 30D | -7.4% | -3.6% | -3.8% | -5.0% |
| 3M | -24.2% | +15.6% | -39.8% | -33.5% |
| 6M | +14.2% | +17.6% | -3.4% | -1.1% |
| YTD | +8.0% | +9.2% | -1.2% | -1.0% |
| 1Y | +55.5% | +5.5% | +50.0% | +46.4% |
| 3Y | +429.6% | +70.3% | +359.2% | +296.4% |
| 5Y | +20.8% | +106.0% | -85.3% | -12.5% |
| All | +61.0% | +255.6% | -194.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RJF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling