-33.9%
CIFR vs COO
-29.0%
-4.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.7% | +18.9% |
| 7D | -10.2% | +4.7% | -14.9% | -13.6% |
| 30D | -55.0% | +13.9% | -68.9% | -59.1% |
| 3M | -64.1% | -14.9% | -49.1% | -61.5% |
| 6M | -70.1% | +2.0% | -72.2% | -72.7% |
| YTD | -55.7% | -23.9% | -31.7% | -49.9% |
| 1Y | -69.9% | -9.6% | -60.2% | -70.1% |
| 3Y | +68.7% | -25.4% | +94.1% | +82.9% |
| 5Y | -26.2% | -41.2% | +15.0% | -11.7% |
| All | -33.9% | -29.0% | -4.9% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling