+70.7%
CIFR vs RMBS
+507.8%
-437.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.6% | -9.2% |
| 7D | +11.3% | +3.5% | +7.9% | +9.0% |
| 30D | +3.5% | -8.6% | +12.1% | +10.1% |
| 3M | -26.6% | -40.3% | +13.7% | -0.7% |
| 6M | +18.1% | -1.0% | +19.1% | +14.3% |
| YTD | +14.5% | -4.6% | +19.1% | +10.4% |
| 1Y | +83.3% | +17.6% | +65.7% | +53.5% |
| 3Y | +461.5% | +58.6% | +402.8% | +260.5% |
| 5Y | +29.3% | +270.9% | -241.6% | -50.5% |
| All | +70.7% | +507.8% | -437.1% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling