+146.9%
CIFR vs RY
+161.8%
-15.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.6% | +8.3% | +7.9% |
| 7D | +9.4% | -3.0% | +12.4% | +16.1% |
| 30D | -45.3% | +6.3% | -51.6% | -52.3% |
| 3M | -58.7% | -2.6% | -56.1% | -57.0% |
| 6M | -64.9% | +13.9% | -78.9% | -73.4% |
| YTD | -51.8% | +21.7% | -73.5% | -67.2% |
| 1Y | -61.9% | +40.4% | -102.4% | -80.3% |
| All | +146.9% | +161.8% | -15.0% | -61.1% |
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