-34.0%
CIFR vs RY
+242.0%
-276.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -1.0% |
| 7D | -19.6% | -0.6% | -19.0% | -19.7% |
| 30D | -51.7% | +6.1% | -57.8% | -55.9% |
| 3M | -60.0% | -3.4% | -56.6% | -58.4% |
| 6M | -68.2% | +12.8% | -81.0% | -73.0% |
| YTD | -55.8% | +21.0% | -76.8% | -65.1% |
| 1Y | -66.8% | +40.5% | -107.2% | -78.1% |
| 3Y | +119.1% | +159.9% | -40.8% | -21.2% |
| 5Y | -25.3% | +125.0% | -150.3% | -70.4% |
| All | -34.0% | +242.0% | -276.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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