+485.5%
CIFR vs COO
-22.0%
+507.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | +16.9% | -2.2% | +19.2% | +18.0% |
| 30D | -5.2% | -7.0% | +1.8% | -2.9% |
| 3M | -30.6% | +12.2% | -42.8% | -36.5% |
| 6M | +10.6% | -15.1% | +25.7% | +18.9% |
| YTD | +20.2% | -15.1% | +35.3% | +28.8% |
| 1Y | +139.7% | +2.3% | +137.4% | +129.0% |
| All | +485.5% | -22.0% | +507.5% | +439.4% |
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