+68.7%
CIFR vs RY
+155.6%
-86.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.3% | +19.2% | +20.3% |
| 7D | -10.2% | -0.9% | -9.3% | -10.2% |
| 30D | -55.0% | +5.9% | -60.9% | -60.6% |
| 3M | -64.1% | -4.3% | -59.8% | -61.4% |
| 6M | -70.1% | +12.1% | -82.2% | -76.6% |
| YTD | -55.7% | +20.3% | -75.9% | -69.2% |
| 1Y | -69.9% | +41.0% | -110.9% | -84.5% |
| 3Y | +68.7% | +157.5% | -88.9% | -72.8% |
| All | +68.7% | +155.6% | -86.9% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling