+148.3%
CIFR vs RL
+254.6%
-106.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.3% |
| 7D | +28.8% | +2.4% | +26.5% | +25.7% |
| 30D | -36.9% | +4.6% | -41.5% | -40.2% |
| 3M | -60.0% | -1.1% | -58.9% | -60.3% |
| 6M | -64.4% | +16.5% | -80.9% | -70.1% |
| YTD | -51.6% | +11.4% | -63.0% | -57.8% |
| 1Y | -58.9% | +16.1% | -75.0% | -65.5% |
| All | +148.3% | +254.6% | -106.4% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling