+87.0%
CIFR vs RSP
+111.7%
-24.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +6.4% |
| 7D | +26.7% | -0.4% | +27.1% | +27.8% |
| 30D | +7.7% | -1.5% | +9.3% | +10.8% |
| 3M | -23.8% | +4.8% | -28.6% | -32.3% |
| 6M | +35.9% | +10.3% | +25.6% | +11.2% |
| YTD | +25.4% | +14.1% | +11.3% | -3.4% |
| 1Y | +139.8% | +17.0% | +122.8% | +77.4% |
| 3Y | +515.0% | +54.2% | +460.8% | +221.0% |
| 5Y | +52.1% | +51.5% | +0.6% | -14.9% |
| All | +87.0% | +111.7% | -24.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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