+70.2%
CIFR vs COPX
+371.9%
-301.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -5.0% | -2.3% | -2.7% | -3.3% |
| 30D | -5.7% | +0.3% | -6.0% | -5.8% |
| 3M | -25.5% | +6.8% | -32.4% | -29.9% |
| 6M | +19.4% | +7.9% | +11.5% | +12.3% |
| YTD | +14.2% | +23.7% | -9.6% | -1.8% |
| 1Y | +69.0% | +71.5% | -2.5% | +15.4% |
| 3Y | +503.9% | +149.1% | +354.8% | +225.3% |
| 5Y | +27.7% | +167.3% | -139.7% | -33.6% |
| All | +70.2% | +371.9% | -301.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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