-15.6%
CIFR vs COST
+123.1%
-138.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.0% | +6.9% | +7.8% |
| 7D | +9.4% | +3.9% | +5.5% | +7.0% |
| 30D | -45.3% | +13.5% | -58.8% | -49.8% |
| 3M | -58.7% | +15.3% | -74.0% | -62.9% |
| 6M | -64.9% | +9.2% | -74.1% | -68.1% |
| YTD | -51.8% | +26.9% | -78.7% | -61.7% |
| 1Y | -61.9% | +19.7% | -81.6% | -68.3% |
| 3Y | +138.6% | +96.0% | +42.6% | +30.9% |
| All | -15.6% | +123.1% | -138.7% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling