+68.7%
CIFR vs RL
+240.1%
-171.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.4% | +19.3% | +19.1% |
| 7D | -10.2% | -4.2% | -6.1% | -7.7% |
| 30D | -55.0% | +4.3% | -59.3% | -57.3% |
| 3M | -64.1% | -4.6% | -59.5% | -63.3% |
| 6M | -70.1% | +1.7% | -71.8% | -71.5% |
| YTD | -55.7% | +7.3% | -63.0% | -60.0% |
| 1Y | -69.9% | +20.8% | -90.6% | -75.8% |
| 3Y | +68.7% | +247.0% | -178.3% | -53.3% |
| All | +68.7% | +240.1% | -171.4% | -53.3% |
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