+138.2%
CIFR vs COF
+95.3%
+42.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.9% |
| 7D | +4.8% | -3.4% | +8.2% | +8.8% |
| 30D | -31.0% | +0.4% | -31.4% | -31.5% |
| 3M | -58.7% | -12.5% | -46.2% | -52.3% |
| 6M | -67.7% | +8.3% | -76.0% | -71.8% |
| YTD | -53.5% | -18.6% | -35.0% | -44.0% |
| 1Y | -54.1% | -8.6% | -45.4% | -53.1% |
| 3Y | +138.2% | +94.7% | +43.5% | -15.5% |
| All | +138.2% | +95.3% | +42.9% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling