+505.7%
CIFR vs COST
+69.9%
+435.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.3% |
| 7D | +11.3% | -2.8% | +14.1% | +12.7% |
| 30D | +3.5% | -5.3% | +8.8% | +5.4% |
| 3M | -26.6% | -6.7% | -20.0% | -25.7% |
| 6M | +18.1% | -9.9% | +28.0% | +21.1% |
| YTD | +14.5% | +5.1% | +9.4% | +1.5% |
| 1Y | +83.3% | -7.3% | +90.6% | +81.8% |
| All | +505.7% | +69.9% | +435.8% | +234.0% |
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