+87.0%
CIFR vs COO
-22.9%
+109.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.1% | +6.0% |
| 7D | +26.7% | -2.3% | +29.0% | +28.4% |
| 30D | +7.7% | -8.8% | +16.6% | +13.1% |
| 3M | -23.8% | +1.3% | -25.1% | -26.8% |
| 6M | +35.9% | -11.6% | +47.5% | +42.6% |
| YTD | +25.4% | -17.4% | +42.8% | +37.8% |
| 1Y | +139.8% | -1.6% | +141.4% | +129.0% |
| 3Y | +515.0% | -22.6% | +537.6% | +572.9% |
| 5Y | +52.1% | -40.3% | +92.4% | +77.5% |
| All | +87.0% | -22.9% | +109.9% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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