+200.2%
CIFR vs CORZ
+161.6%
+38.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.8% |
| 7D | +4.8% | +23.5% | -18.7% | -12.2% |
| 30D | -31.0% | +7.5% | -38.5% | -33.3% |
| 3M | -58.7% | -26.6% | -32.1% | -45.0% |
| 6M | -67.7% | -39.5% | -28.2% | -47.8% |
| YTD | -53.5% | -0.3% | -53.2% | -45.9% |
| 1Y | -54.1% | -4.2% | -49.8% | -44.2% |
| All | +200.2% | +161.6% | +38.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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