-21.0%
CIFR vs CMCSA
-40.2%
+19.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.5% | -4.7% |
| 7D | +4.8% | +3.2% | +1.7% | +3.4% |
| 30D | -31.0% | +19.5% | -50.5% | -37.7% |
| 3M | -58.7% | -2.4% | -56.3% | -59.0% |
| 6M | -67.7% | +3.8% | -71.5% | -69.9% |
| YTD | -53.5% | -5.4% | -48.1% | -55.8% |
| 1Y | -54.1% | +1.1% | -55.2% | -59.5% |
| 3Y | +138.2% | -27.1% | +165.3% | +187.8% |
| All | -21.0% | -40.2% | +19.3% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling