+87.0%
CIFR vs RL
+413.6%
-326.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +5.1% |
| 7D | +26.7% | +1.9% | +24.8% | +25.2% |
| 30D | +7.7% | -12.2% | +20.0% | +17.0% |
| 3M | -23.8% | -6.6% | -17.2% | -20.9% |
| 6M | +35.9% | +3.2% | +32.7% | +32.4% |
| YTD | +25.4% | -1.3% | +26.7% | +25.7% |
| 1Y | +139.8% | +13.6% | +126.2% | +118.9% |
| 3Y | +515.0% | +210.9% | +304.1% | +225.2% |
| 5Y | +52.1% | +246.9% | -194.8% | -23.8% |
| All | +87.0% | +413.6% | -326.6% | -6.9% |
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