-29.5%
CIFR vs RY
+122.0%
-151.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.3% | +19.2% | +19.8% |
| 7D | -10.2% | -0.9% | -9.3% | -10.2% |
| 30D | -55.0% | +5.9% | -60.9% | -59.3% |
| 3M | -64.1% | -4.3% | -59.8% | -62.0% |
| 6M | -70.1% | +12.1% | -82.2% | -74.9% |
| YTD | -55.7% | +20.3% | -75.9% | -65.8% |
| 1Y | -69.9% | +41.0% | -110.9% | -81.3% |
| 3Y | +68.7% | +157.5% | -88.9% | -47.7% |
| All | -29.5% | +122.0% | -151.5% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling