-15.1%
CIFR vs RJF
+79.5%
-94.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +28.8% | +1.5% | +27.3% | +26.9% |
| 30D | -36.9% | +6.7% | -43.7% | -41.5% |
| 3M | -60.0% | -7.3% | -52.6% | -58.0% |
| 6M | -64.4% | +9.8% | -74.1% | -68.8% |
| YTD | -51.6% | +5.6% | -57.2% | -55.9% |
| 1Y | -58.9% | +2.3% | -61.1% | -61.2% |
| 3Y | +139.9% | +73.6% | +66.3% | +60.7% |
| 5Y | -15.1% | +79.9% | -95.0% | -47.5% |
| All | -15.1% | +79.5% | -94.6% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling