+79.2%
CIFR vs COPX
+383.2%
-304.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.6% |
| 7D | +16.9% | -4.0% | +20.9% | +20.9% |
| 30D | -5.2% | +4.5% | -9.7% | -8.5% |
| 3M | -30.6% | +0.8% | -31.4% | -31.2% |
| 6M | +10.6% | +3.2% | +7.4% | +7.8% |
| YTD | +20.2% | +26.7% | -6.5% | +1.6% |
| 1Y | +139.7% | +85.7% | +54.0% | +54.6% |
| 3Y | +489.4% | +151.2% | +338.2% | +213.9% |
| 5Y | +54.4% | +170.0% | -115.6% | -21.0% |
| All | +79.2% | +383.2% | -304.1% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling