-34.0%
CIFR vs COP
+404.1%
-438.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -19.6% | -6.1% | -13.5% | -18.8% |
| 30D | -51.7% | +1.1% | -52.8% | -51.8% |
| 3M | -60.0% | +10.9% | -71.0% | -60.8% |
| 6M | -68.2% | +20.8% | -89.0% | -69.4% |
| YTD | -55.8% | +48.0% | -103.8% | -59.7% |
| 1Y | -66.8% | +58.5% | -125.3% | -70.2% |
| 3Y | +119.1% | +28.1% | +91.0% | +102.3% |
| 5Y | -25.3% | +120.5% | -145.7% | -33.8% |
| All | -34.0% | +404.1% | -438.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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