+515.0%
CIFR vs RJF
+76.7%
+438.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.6% |
| 7D | +26.7% | +1.8% | +24.9% | +24.3% |
| 30D | +7.7% | 0.0% | +7.7% | +6.8% |
| 3M | -23.8% | +18.0% | -41.8% | -40.6% |
| 6M | +35.9% | +17.0% | +18.9% | +6.7% |
| YTD | +25.4% | +11.1% | +14.3% | +4.2% |
| 1Y | +139.8% | +8.0% | +131.8% | +105.7% |
| 3Y | +515.0% | +73.3% | +441.7% | +212.3% |
| All | +515.0% | +76.7% | +438.3% | +212.3% |
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