+70.2%
CIFR vs COF
+196.3%
-126.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.2% |
| 7D | -5.0% | -5.1% | +0.1% | -0.8% |
| 30D | -5.7% | -6.0% | +0.3% | -1.1% |
| 3M | -25.5% | +14.8% | -40.4% | -34.8% |
| 6M | +19.4% | +15.3% | +4.1% | +4.6% |
| YTD | +14.2% | -13.0% | +27.2% | +24.2% |
| 1Y | +69.0% | -5.7% | +74.7% | +71.8% |
| 3Y | +503.9% | +118.1% | +385.8% | +273.3% |
| 5Y | +27.7% | +46.2% | -18.6% | -8.2% |
| All | +70.2% | +196.3% | -126.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling