-21.0%
CIFR vs RNG
-72.1%
+51.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | +4.8% | +4.6% | +0.2% | +3.1% |
| 30D | -31.0% | +0.4% | -31.4% | -30.9% |
| 3M | -58.7% | +11.4% | -70.1% | -60.7% |
| 6M | -67.7% | +95.7% | -163.4% | -77.8% |
| YTD | -53.5% | +162.9% | -216.4% | -75.8% |
| 1Y | -54.1% | +180.3% | -234.3% | -77.0% |
| 3Y | +138.2% | +188.3% | -50.2% | +15.3% |
| All | -21.0% | -72.1% | +51.1% | -11.6% |
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 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