+70.7%
CIFR vs RMD
+29.0%
+41.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.5% |
| 7D | +11.3% | -4.7% | +16.1% | +13.0% |
| 30D | +3.5% | +0.2% | +3.2% | +3.1% |
| 3M | -26.6% | +12.0% | -38.6% | -31.0% |
| 6M | +18.1% | -12.5% | +30.6% | +22.9% |
| YTD | +14.5% | -7.9% | +22.4% | +15.8% |
| 1Y | +83.3% | -20.4% | +103.7% | +96.7% |
| 3Y | +461.5% | +53.1% | +408.3% | +346.4% |
| 5Y | +29.3% | -22.1% | +51.4% | +21.3% |
| All | +70.7% | +29.0% | +41.7% | +55.6% |
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