+62.5%
CIFR vs COIN
-54.1%
+116.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -7.0% |
| 7D | +11.3% | -0.1% | +11.5% | +11.6% |
| 30D | +3.5% | +17.5% | -14.0% | -9.1% |
| 3M | -26.6% | +12.4% | -39.0% | -35.4% |
| 6M | +18.1% | -12.5% | +30.6% | +20.9% |
| YTD | +14.5% | -22.7% | +37.2% | +25.1% |
| 1Y | +83.3% | -45.2% | +128.5% | +158.4% |
| 3Y | +461.5% | +112.8% | +348.6% | +227.5% |
| 5Y | +29.3% | -31.9% | +61.2% | +16.2% |
| All | +62.5% | -54.1% | +116.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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