-31.2%
CIFR vs RSP
+116.6%
-147.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.8% | -0.5% |
| 7D | -0.7% | +0.4% | -1.2% | -2.1% |
| 30D | -49.6% | +3.7% | -53.3% | -53.6% |
| 3M | -60.4% | +0.8% | -61.1% | -61.3% |
| 6M | -66.9% | +9.1% | -75.9% | -72.9% |
| YTD | -53.9% | +16.7% | -70.6% | -66.3% |
| 1Y | -67.1% | +19.7% | -86.8% | -77.1% |
| 3Y | +118.3% | +66.7% | +51.6% | -1.2% |
| 5Y | -26.9% | +48.7% | -75.5% | -60.5% |
| All | -31.2% | +116.6% | -147.8% | -65.6% |
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