-34.0%
CIFR vs RMD
+37.3%
-71.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -19.6% | +3.1% | -22.7% | -20.7% |
| 30D | -51.7% | +1.8% | -53.5% | -52.3% |
| 3M | -60.0% | +6.7% | -66.7% | -61.3% |
| 6M | -68.2% | +13.9% | -82.1% | -70.6% |
| YTD | -55.8% | -2.0% | -53.7% | -56.5% |
| 1Y | -66.8% | -5.4% | -61.4% | -67.0% |
| 3Y | +119.1% | +67.4% | +51.8% | +67.7% |
| 5Y | -25.3% | -5.7% | -19.6% | -32.6% |
| All | -34.0% | +37.3% | -71.3% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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