+485.5%
CIFR vs RL
+214.6%
+270.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.3% |
| 7D | +16.9% | -0.8% | +17.7% | +18.0% |
| 30D | -5.2% | -7.8% | +2.6% | +1.1% |
| 3M | -30.6% | -4.0% | -26.6% | -29.0% |
| 6M | +10.6% | -1.9% | +12.5% | +10.9% |
| YTD | +20.2% | -0.2% | +20.4% | +17.5% |
| 1Y | +139.7% | +10.7% | +129.1% | +111.0% |
| All | +485.5% | +214.6% | +270.8% | +71.6% |
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