-31.2%
CIFR vs COO
-27.2%
-4.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +2.7% |
| 7D | -0.7% | +4.3% | -5.0% | -4.0% |
| 30D | -49.6% | +17.6% | -67.2% | -55.0% |
| 3M | -60.4% | -13.9% | -46.5% | -57.8% |
| 6M | -66.9% | +6.6% | -73.4% | -70.5% |
| YTD | -53.9% | -22.0% | -31.9% | -48.5% |
| 1Y | -67.1% | -8.8% | -58.3% | -67.4% |
| 3Y | +118.3% | -21.5% | +139.8% | +127.6% |
| 5Y | -26.9% | -41.0% | +14.2% | -13.0% |
| All | -31.2% | -27.2% | -4.0% | -20.6% |
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