+55.5%
CIFR vs COST
-7.0%
+62.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | -2.5% | -5.7% | -9.6% |
| 30D | -7.4% | -4.4% | -2.9% | -9.5% |
| 3M | -24.2% | -8.1% | -16.1% | -24.9% |
| 6M | +14.2% | -9.2% | +23.4% | +11.0% |
| YTD | +8.0% | +5.1% | +2.9% | -9.2% |
| 1Y | +55.5% | -5.1% | +60.6% | +48.6% |
| All | +55.5% | -7.0% | +62.6% | +48.6% |
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