-33.9%
CIFR vs COP
+406.7%
-440.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.6% | +17.3% | +17.9% |
| 7D | -10.2% | -11.5% | +1.3% | -8.7% |
| 30D | -55.0% | +5.0% | -60.0% | -55.4% |
| 3M | -64.1% | +17.5% | -81.5% | -65.1% |
| 6M | -70.1% | +16.2% | -86.4% | -71.0% |
| YTD | -55.7% | +48.8% | -104.4% | -59.6% |
| 1Y | -69.9% | +64.1% | -134.0% | -73.1% |
| 3Y | +68.7% | +25.7% | +43.0% | +55.9% |
| 5Y | -26.2% | +114.4% | -140.6% | -34.4% |
| All | -33.9% | +406.7% | -440.6% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling