-34.0%
CIFR vs COR
+301.0%
-335.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -3.9% |
| 7D | -19.6% | +2.4% | -22.0% | -18.9% |
| 30D | -51.7% | +7.7% | -59.4% | -50.6% |
| 3M | -60.0% | +7.5% | -67.5% | -59.1% |
| 6M | -68.2% | +34.1% | -102.4% | -66.2% |
| YTD | -55.8% | +3.9% | -59.6% | -53.9% |
| 1Y | -66.8% | -3.6% | -63.1% | -65.9% |
| 3Y | +119.1% | +80.5% | +38.6% | +154.3% |
| 5Y | -25.3% | +194.9% | -220.1% | -9.5% |
| All | -34.0% | +301.0% | -335.0% | -20.8% |
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