-71.1%
CIFR vs RNG
+179.4%
-250.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.2% | -19.7% | -20.0% |
| 7D | -26.7% | -9.6% | -17.2% | -28.5% |
| 30D | -58.0% | -1.4% | -56.6% | -58.2% |
| 3M | -68.1% | +28.8% | -96.9% | -65.4% |
| 6M | -63.7% | +65.6% | -129.3% | -56.4% |
| YTD | -56.0% | +171.4% | -227.4% | -44.9% |
| 1Y | -71.1% | +185.3% | -256.4% | -61.6% |
| All | -71.1% | +179.4% | -250.5% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling