+148.3%
CIFR vs RJF
+75.2%
+73.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +28.8% | +1.5% | +27.3% | +26.3% |
| 30D | -36.9% | +6.7% | -43.7% | -43.0% |
| 3M | -60.0% | -7.3% | -52.6% | -57.2% |
| 6M | -64.4% | +9.8% | -74.1% | -70.6% |
| YTD | -51.6% | +5.6% | -57.2% | -58.2% |
| 1Y | -58.9% | +2.3% | -61.1% | -62.5% |
| All | +148.3% | +75.2% | +73.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling