+505.7%
CIFR vs RNG
+122.1%
+383.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.5% |
| 7D | +11.3% | -4.1% | +15.4% | +12.4% |
| 30D | +3.5% | +8.6% | -5.2% | +0.9% |
| 3M | -26.6% | +78.0% | -104.6% | -41.1% |
| 6M | +18.1% | +67.0% | -48.9% | -6.4% |
| YTD | +14.5% | +142.4% | -127.9% | -31.4% |
| 1Y | +83.3% | +120.4% | -37.1% | +15.8% |
| All | +505.7% | +122.1% | +383.7% | +275.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling