+61.0%
CIFR vs COST
+160.8%
-99.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | -2.5% | -5.7% | -6.8% |
| 30D | -7.4% | -4.4% | -2.9% | -5.5% |
| 3M | -24.2% | -8.1% | -16.1% | -21.9% |
| 6M | +14.2% | -9.2% | +23.4% | +17.1% |
| YTD | +8.0% | +5.1% | +2.9% | -1.7% |
| 1Y | +55.5% | -5.1% | +60.6% | +53.5% |
| 3Y | +429.6% | +70.4% | +359.2% | +234.6% |
| 5Y | +20.8% | +104.7% | -83.9% | -31.9% |
| All | +61.0% | +160.8% | -99.8% | -15.5% |
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