+61.0%
CIFR vs RNG
-75.6%
+136.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.4% |
| 7D | -8.2% | -9.6% | +1.4% | -5.2% |
| 30D | -7.4% | +8.8% | -16.2% | -10.7% |
| 3M | -24.2% | +78.6% | -102.8% | -42.8% |
| 6M | +14.2% | +70.3% | -56.1% | -15.5% |
| YTD | +8.0% | +140.3% | -132.3% | -36.5% |
| 1Y | +55.5% | +126.6% | -71.1% | -6.5% |
| 3Y | +429.6% | +120.2% | +309.4% | +220.9% |
| 5Y | +20.8% | -68.3% | +89.1% | +9.8% |
| All | +61.0% | -75.6% | +136.6% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling