+79.2%
CIFR vs RL
+419.5%
-340.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.8% |
| 7D | +16.9% | -0.8% | +17.7% | +17.7% |
| 30D | -5.2% | -7.8% | +2.6% | -0.5% |
| 3M | -30.6% | -4.0% | -26.6% | -29.2% |
| 6M | +10.6% | -1.9% | +12.5% | +11.7% |
| YTD | +20.2% | -0.2% | +20.4% | +19.6% |
| 1Y | +139.7% | +10.7% | +129.1% | +122.5% |
| 3Y | +489.4% | +210.8% | +278.6% | +211.0% |
| 5Y | +54.4% | +238.2% | -183.8% | -23.3% |
| All | +79.2% | +419.5% | -340.3% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling