-28.2%
CIFR vs RVTY
+30.3%
-58.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.5% | +9.4% | +9.3% |
| 7D | +9.4% | -0.7% | +10.1% | +10.7% |
| 30D | -45.3% | +1.7% | -47.0% | -44.8% |
| 3M | -58.7% | +36.8% | -95.5% | -65.9% |
| 6M | -64.9% | +60.1% | -125.0% | -74.4% |
| YTD | -51.8% | +64.0% | -115.8% | -65.4% |
| 1Y | -61.9% | +68.2% | -130.1% | -73.1% |
| 3Y | +138.6% | +88.8% | +49.8% | +58.0% |
| 5Y | -13.0% | -10.5% | -2.4% | -17.0% |
| All | -28.2% | +30.3% | -58.5% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling