+485.5%
CIFR vs RRC
+34.3%
+451.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | +16.9% | +1.3% | +15.6% | +16.0% |
| 30D | -5.2% | +10.1% | -15.3% | -10.3% |
| 3M | -30.6% | +4.0% | -34.6% | -32.6% |
| 6M | +10.6% | +1.6% | +9.0% | +7.5% |
| YTD | +20.2% | +19.7% | +0.5% | +3.1% |
| 1Y | +139.7% | +21.4% | +118.3% | +103.5% |
| All | +485.5% | +34.3% | +451.2% | +375.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling