-30.7%
CIFR vs RMBS
+470.2%
-501.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -2.0% |
| 7D | +4.8% | +10.3% | -5.5% | -1.4% |
| 30D | -31.0% | -10.7% | -20.3% | -24.7% |
| 3M | -58.7% | -17.2% | -41.5% | -52.7% |
| 6M | -67.7% | -39.0% | -28.7% | -56.2% |
| YTD | -53.5% | -10.5% | -43.0% | -52.7% |
| 1Y | -54.1% | -11.0% | -43.1% | -53.2% |
| 3Y | +138.2% | +31.3% | +106.9% | +75.7% |
| 5Y | -18.5% | +242.8% | -261.3% | -66.9% |
| All | -30.7% | +470.2% | -501.0% | -73.1% |
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