+118.3%
CIFR vs RRC
+51.7%
+66.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +3.9% |
| 7D | -0.7% | -10.3% | +9.6% | +4.3% |
| 30D | -49.6% | +19.5% | -69.1% | -53.8% |
| 3M | -60.4% | +27.9% | -88.3% | -65.6% |
| 6M | -66.9% | +21.2% | -88.0% | -70.7% |
| YTD | -53.9% | +39.6% | -93.4% | -64.1% |
| 1Y | -67.1% | +31.3% | -98.4% | -73.3% |
| 3Y | +118.3% | +51.9% | +66.3% | +52.5% |
| All | +118.3% | +51.7% | +66.6% | +52.5% |
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 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