-30.7%
CIFR vs COST
+220.1%
-250.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.7% |
| 7D | +4.8% | +5.0% | -0.2% | +2.4% |
| 30D | -31.0% | +12.8% | -43.8% | -36.1% |
| 3M | -58.7% | +15.2% | -73.9% | -62.6% |
| 6M | -67.7% | +7.4% | -75.1% | -70.0% |
| YTD | -53.5% | +29.0% | -82.6% | -62.9% |
| 1Y | -54.1% | +20.3% | -74.3% | -61.3% |
| 3Y | +138.2% | +99.0% | +39.2% | +37.0% |
| 5Y | -18.5% | +125.7% | -144.2% | -57.3% |
| All | -30.7% | +220.1% | -250.9% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling