+79.2%
CIFR vs RMBS
+492.6%
-413.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.3% |
| 7D | +16.9% | -0.3% | +17.3% | +17.2% |
| 30D | -5.2% | -12.2% | +7.0% | +3.2% |
| 3M | -30.6% | -49.5% | +19.0% | +3.9% |
| 6M | +10.6% | -7.1% | +17.7% | +11.4% |
| YTD | +20.2% | -7.0% | +27.2% | +17.7% |
| 1Y | +139.7% | +13.3% | +126.4% | +105.4% |
| 3Y | +489.4% | +49.2% | +440.1% | +292.1% |
| 5Y | +54.4% | +250.0% | -195.6% | -39.9% |
| All | +79.2% | +492.6% | -413.5% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling