+70.7%
CIFR vs RVTY
+2.0%
+68.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.5% | -6.2% | -7.0% |
| 7D | +11.3% | -5.4% | +16.7% | +15.5% |
| 30D | +3.5% | +6.7% | -3.3% | -0.6% |
| 3M | -26.6% | +19.0% | -45.6% | -35.0% |
| 6M | +18.1% | +34.6% | -16.5% | -4.1% |
| YTD | +14.5% | +28.3% | -13.8% | -4.3% |
| 1Y | +83.3% | +46.0% | +37.3% | +39.9% |
| 3Y | +461.5% | +16.9% | +444.6% | +385.4% |
| 5Y | +29.3% | -32.9% | +62.2% | +43.5% |
| All | +70.7% | +2.0% | +68.7% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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