+70.7%
CIFR vs RRC
+412.9%
-342.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.6% |
| 7D | +11.3% | -1.7% | +13.1% | +11.6% |
| 30D | +3.5% | +3.6% | -0.1% | +2.9% |
| 3M | -26.6% | +8.8% | -35.5% | -27.8% |
| 6M | +18.1% | +0.8% | +17.3% | +17.4% |
| YTD | +14.5% | +19.0% | -4.5% | +10.4% |
| 1Y | +83.3% | +22.9% | +60.4% | +76.3% |
| 3Y | +461.5% | +32.3% | +429.2% | +440.6% |
| 5Y | +29.3% | +151.6% | -122.3% | +20.5% |
| All | +70.7% | +412.9% | -342.2% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RRC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling