-34.0%
CIFR vs RVTY
+31.0%
-65.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -19.6% | -2.7% | -16.9% | -17.2% |
| 30D | -51.7% | +3.2% | -54.9% | -51.7% |
| 3M | -60.0% | +37.2% | -97.2% | -67.1% |
| 6M | -68.2% | +57.7% | -125.9% | -76.5% |
| YTD | -55.8% | +64.8% | -120.6% | -68.3% |
| 1Y | -66.8% | +72.8% | -139.6% | -77.0% |
| 3Y | +119.1% | +89.8% | +29.3% | +44.7% |
| 5Y | -25.3% | -8.4% | -16.8% | -29.3% |
| All | -34.0% | +31.0% | -65.1% | -41.1% |
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