+639.6%
CIFR vs CORZ
+225.9%
+413.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.4% | -5.3% | -6.0% |
| 7D | +11.3% | +7.6% | +3.7% | +5.7% |
| 30D | +3.5% | -6.9% | +10.4% | +11.1% |
| 3M | -26.6% | -33.0% | +6.4% | +4.5% |
| 6M | +18.1% | +19.3% | -1.2% | +11.7% |
| YTD | +14.5% | +24.2% | -9.7% | +8.7% |
| 1Y | +83.3% | +24.5% | +58.8% | +81.3% |
| All | +639.6% | +225.9% | +413.7% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling