+61.0%
CIFR vs RMBS
+491.9%
-430.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -4.1% |
| 7D | -8.2% | +1.2% | -9.4% | -8.8% |
| 30D | -7.4% | -11.5% | +4.1% | +0.5% |
| 3M | -24.2% | -38.2% | +14.0% | +0.5% |
| 6M | +14.2% | -4.8% | +18.9% | +13.1% |
| YTD | +8.0% | -7.1% | +15.1% | +5.9% |
| 1Y | +55.5% | +10.7% | +44.8% | +34.9% |
| 3Y | +429.6% | +54.5% | +375.1% | +245.7% |
| 5Y | +20.8% | +261.7% | -240.9% | -53.0% |
| All | +61.0% | +491.9% | -430.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling