+70.7%
CIFR vs RJF
+259.5%
-188.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.2% |
| 7D | +11.3% | -0.3% | +11.6% | +11.8% |
| 30D | +3.5% | -2.0% | +5.5% | +4.8% |
| 3M | -26.6% | +16.3% | -43.0% | -35.9% |
| 6M | +18.1% | +16.9% | +1.2% | +2.8% |
| YTD | +14.5% | +10.4% | +4.1% | +4.1% |
| 1Y | +83.3% | +7.4% | +75.9% | +70.1% |
| 3Y | +461.5% | +72.2% | +389.2% | +316.5% |
| 5Y | +29.3% | +105.1% | -75.8% | -7.2% |
| All | +70.7% | +259.5% | -188.8% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling