+70.7%
CIFR vs RTX
+264.0%
-193.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.5% |
| 7D | +11.3% | -1.6% | +12.9% | +12.0% |
| 30D | +3.5% | -11.6% | +15.1% | +8.1% |
| 3M | -26.6% | +9.2% | -35.8% | -29.9% |
| 6M | +18.1% | -4.4% | +22.5% | +19.2% |
| YTD | +14.5% | +8.9% | +5.6% | +9.9% |
| 1Y | +83.3% | +32.1% | +51.2% | +62.3% |
| 3Y | +461.5% | +151.2% | +310.2% | +273.3% |
| 5Y | +29.3% | +162.9% | -133.6% | -13.7% |
| All | +70.7% | +264.0% | -193.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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