+87.0%
CIFR vs COF
+204.4%
-117.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +6.4% |
| 7D | +26.7% | +1.2% | +25.5% | +25.5% |
| 30D | +7.7% | -1.4% | +9.1% | +8.4% |
| 3M | -23.8% | +19.0% | -42.8% | -35.3% |
| 6M | +35.9% | +14.9% | +21.0% | +19.2% |
| YTD | +25.4% | -10.7% | +36.1% | +33.2% |
| 1Y | +139.8% | -1.3% | +141.0% | +134.6% |
| 3Y | +515.0% | +124.3% | +390.6% | +271.0% |
| 5Y | +52.1% | +51.1% | +1.0% | +6.8% |
| All | +87.0% | +204.4% | -117.4% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling