-28.2%
CIFR vs RMD
+39.9%
-68.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.9% | +7.0% | +8.3% |
| 7D | +9.4% | -0.8% | +10.2% | +9.6% |
| 30D | -45.3% | +1.7% | -47.0% | -45.9% |
| 3M | -58.7% | +6.4% | -65.1% | -59.9% |
| 6M | -64.9% | +20.7% | -85.7% | -68.2% |
| YTD | -51.8% | -0.2% | -51.7% | -52.9% |
| 1Y | -61.9% | -4.5% | -57.4% | -62.2% |
| 3Y | +138.6% | +70.5% | +68.1% | +81.6% |
| 5Y | -13.0% | -1.6% | -11.4% | -22.4% |
| All | -28.2% | +39.9% | -68.1% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling