+83.3%
CIFR vs CMCSA
-19.1%
+102.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.6% | -2.1% | -12.8% |
| 7D | +11.3% | -8.3% | +19.6% | +5.1% |
| 30D | +3.5% | -2.4% | +5.9% | +2.5% |
| 3M | -26.6% | +4.5% | -31.1% | -22.8% |
| 6M | +18.1% | -18.8% | +36.9% | +15.4% |
| YTD | +14.5% | -8.9% | +23.4% | +24.7% |
| 1Y | +83.3% | -18.3% | +101.6% | +142.2% |
| All | +83.3% | -19.1% | +102.4% | +142.2% |
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