-27.8%
CIFR vs RRC
+533.9%
-561.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +28.8% | +2.5% | +26.3% | +28.3% |
| 30D | -36.9% | +21.1% | -58.1% | -38.5% |
| 3M | -60.0% | +28.4% | -88.4% | -61.5% |
| 6M | -64.4% | +26.5% | -90.8% | -65.7% |
| YTD | -51.6% | +47.0% | -98.6% | -54.7% |
| 1Y | -58.9% | +35.2% | -94.1% | -61.0% |
| 3Y | +139.9% | +61.0% | +78.9% | +124.0% |
| 5Y | -15.1% | +133.6% | -148.7% | -23.0% |
| All | -27.8% | +533.9% | -561.7% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling