+68.7%
CIFR vs COO
-25.3%
+94.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.7% | +18.5% |
| 7D | -10.2% | +4.7% | -14.9% | -12.2% |
| 30D | -55.0% | +13.9% | -68.9% | -57.6% |
| 3M | -64.1% | -14.9% | -49.1% | -62.4% |
| 6M | -70.1% | +2.0% | -72.2% | -72.1% |
| YTD | -55.7% | -23.9% | -31.7% | -51.0% |
| 1Y | -69.9% | -9.6% | -60.2% | -69.8% |
| 3Y | +68.7% | -25.4% | +94.1% | +83.2% |
| All | +68.7% | -25.3% | +94.0% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling