-31.2%
CIFR vs RL
+491.1%
-522.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +0.2% |
| 7D | -0.7% | +0.2% | -1.0% | -1.5% |
| 30D | -49.6% | +7.3% | -57.0% | -52.4% |
| 3M | -60.4% | +1.0% | -61.4% | -61.2% |
| 6M | -66.9% | +11.8% | -78.6% | -69.8% |
| YTD | -53.9% | +13.6% | -67.5% | -58.3% |
| 1Y | -67.1% | +24.0% | -91.1% | -72.0% |
| 3Y | +118.3% | +256.6% | -138.3% | +4.2% |
| 5Y | -26.9% | +240.2% | -267.1% | -67.0% |
| All | -31.2% | +491.1% | -522.4% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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