+138.2%
CIFR vs COO
-24.0%
+162.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | -31.0% | +14.2% | -45.1% | -34.9% |
| 3M | -58.7% | -18.2% | -40.5% | -56.1% |
| 6M | -67.7% | +5.3% | -73.0% | -70.3% |
| YTD | -53.5% | -23.6% | -30.0% | -48.8% |
| 1Y | -54.1% | -12.7% | -41.4% | -53.0% |
| 3Y | +138.2% | -24.2% | +162.4% | +188.8% |
| All | +138.2% | -24.0% | +162.2% | +188.8% |
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