+70.7%
CIFR vs COR
+271.8%
-201.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.8% |
| 7D | +11.3% | -3.9% | +15.2% | +10.4% |
| 30D | +3.5% | -0.3% | +3.8% | +3.6% |
| 3M | -26.6% | +15.9% | -42.5% | -24.3% |
| 6M | +18.1% | -10.3% | +28.4% | +18.3% |
| YTD | +14.5% | -3.7% | +18.2% | +16.5% |
| 1Y | +83.3% | +9.1% | +74.2% | +92.2% |
| 3Y | +461.5% | +86.6% | +374.9% | +541.4% |
| 5Y | +29.3% | +180.9% | -151.6% | +53.5% |
| All | +70.7% | +271.8% | -201.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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