-65.3%
CIFR vs RL
+22.3%
-87.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | -0.1% |
| 7D | -0.7% | +0.2% | -1.0% | -1.2% |
| 30D | -49.6% | +7.3% | -57.0% | -52.6% |
| 3M | -60.4% | +1.0% | -61.4% | -61.1% |
| 6M | -66.9% | +11.8% | -78.6% | -70.5% |
| YTD | -53.9% | +13.6% | -67.5% | -61.6% |
| All | -65.3% | +22.3% | -87.6% | -73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling