+87.0%
CIFR vs RSG
+157.8%
-70.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.3% |
| 7D | +26.7% | -0.7% | +27.4% | +26.5% |
| 30D | +7.7% | +3.3% | +4.4% | +8.3% |
| 3M | -23.8% | +8.5% | -32.3% | -23.5% |
| 6M | +35.9% | -3.5% | +39.4% | +38.0% |
| YTD | +25.4% | +5.5% | +19.9% | +25.7% |
| 1Y | +139.8% | -1.7% | +141.5% | +142.9% |
| 3Y | +515.0% | +56.9% | +458.1% | +488.9% |
| 5Y | +52.1% | +89.4% | -37.3% | +44.9% |
| All | +87.0% | +157.8% | -70.8% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 all: compounded portfolio wealth divided by compounded RSG 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…
all analysis · Full analysis span regression · 6 months rolling