-21.0%
CIFR vs RL
+239.2%
-260.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.1% |
| 7D | +4.8% | +2.6% | +2.2% | +2.5% |
| 30D | -31.0% | +2.9% | -33.9% | -33.4% |
| 3M | -58.7% | 0.0% | -58.7% | -59.5% |
| 6M | -67.7% | +17.1% | -84.8% | -72.6% |
| YTD | -53.5% | +10.1% | -63.6% | -58.4% |
| 1Y | -54.1% | +17.3% | -71.4% | -61.1% |
| 3Y | +138.2% | +249.3% | -111.1% | -15.5% |
| All | -21.0% | +239.2% | -260.1% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling