-27.8%
CIFR vs RTX
+265.5%
-293.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.1% |
| 7D | +28.8% | +3.4% | +25.5% | +27.2% |
| 30D | -36.9% | +8.4% | -45.3% | -38.8% |
| 3M | -60.0% | -10.7% | -49.3% | -58.4% |
| 6M | -64.4% | +11.7% | -76.1% | -66.4% |
| YTD | -51.6% | +9.3% | -60.9% | -53.5% |
| 1Y | -58.9% | +13.3% | -72.2% | -61.0% |
| 3Y | +139.9% | +156.1% | -16.2% | +58.7% |
| 5Y | -15.1% | +148.5% | -163.6% | -43.3% |
| All | -27.8% | +265.5% | -293.2% | -52.2% |
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