+139.7%
CIFR vs CMCSA
-12.9%
+152.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +1.7% |
| 7D | +16.9% | -2.1% | +19.0% | +15.1% |
| 30D | -5.2% | +7.0% | -12.2% | +0.1% |
| 3M | -30.6% | +15.1% | -45.7% | -22.3% |
| 6M | +10.6% | -15.4% | +26.0% | +10.5% |
| YTD | +20.2% | -1.9% | +22.1% | +38.2% |
| 1Y | +139.7% | -12.7% | +152.4% | +178.9% |
| All | +139.7% | -12.9% | +152.6% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling