+148.3%
CIFR vs CMCSA
-28.5%
+176.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.6% |
| 7D | +28.8% | -0.6% | +29.4% | +28.9% |
| 30D | -36.9% | +18.8% | -55.7% | -39.1% |
| 3M | -60.0% | -1.1% | -58.9% | -59.8% |
| 6M | -64.4% | +2.5% | -66.9% | -65.0% |
| YTD | -51.6% | -6.7% | -44.8% | -51.9% |
| 1Y | -58.9% | 0.0% | -58.8% | -61.9% |
| All | +148.3% | -28.5% | +176.8% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling