-71.1%
CIFR vs COST
+12.8%
-83.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.7% | -22.6% | -16.4% |
| 7D | -26.7% | +6.6% | -33.4% | -19.6% |
| 30D | -58.0% | +13.5% | -71.5% | -50.7% |
| 3M | -68.1% | +10.6% | -78.7% | -63.1% |
| 6M | -63.7% | +3.6% | -67.3% | -58.2% |
| YTD | -56.0% | +22.1% | -78.0% | -53.8% |
| 1Y | -71.1% | +11.9% | -83.0% | -72.6% |
| All | -71.1% | +12.8% | -83.9% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling