+29.3%
CIFR vs COST
+103.8%
-74.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.2% |
| 7D | +11.3% | -2.8% | +14.1% | +13.4% |
| 30D | +3.5% | -5.3% | +8.8% | +6.3% |
| 3M | -26.6% | -6.7% | -20.0% | -25.3% |
| 6M | +18.1% | -9.9% | +28.0% | +22.1% |
| YTD | +14.5% | +5.1% | +9.4% | +3.2% |
| 1Y | +83.3% | -7.3% | +90.6% | +83.7% |
| 3Y | +461.5% | +70.4% | +391.1% | +231.2% |
| 5Y | +29.3% | +104.4% | -75.1% | -49.1% |
| All | +29.3% | +103.8% | -74.5% | -49.1% |
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