+146.9%
CIFR vs COST
+96.7%
+50.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.0% | +6.9% | +8.5% |
| 7D | +9.4% | +3.9% | +5.5% | +8.5% |
| 30D | -45.3% | +13.5% | -58.8% | -47.6% |
| 3M | -58.7% | +15.3% | -74.0% | -60.9% |
| 6M | -64.9% | +9.2% | -74.1% | -66.5% |
| YTD | -51.8% | +26.9% | -78.7% | -60.2% |
| 1Y | -61.9% | +19.7% | -81.6% | -67.0% |
| All | +146.9% | +96.7% | +50.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling