+20.8%
CIFR vs RNG
-70.1%
+90.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.4% |
| 7D | -8.2% | -9.6% | +1.4% | -4.9% |
| 30D | -7.4% | +8.8% | -16.2% | -11.0% |
| 3M | -24.2% | +78.6% | -102.8% | -44.2% |
| 6M | +14.2% | +70.3% | -56.1% | -17.8% |
| YTD | +8.0% | +140.3% | -132.3% | -39.8% |
| 1Y | +55.5% | +126.6% | -71.1% | -11.1% |
| 3Y | +429.6% | +120.2% | +309.4% | +203.2% |
| 5Y | +20.8% | -68.3% | +89.1% | +25.2% |
| All | +20.8% | -70.1% | +90.9% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling