-67.7%
CIFR vs COST
+9.0%
-76.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -0.6% |
| 7D | +4.8% | +5.0% | -0.2% | +18.9% |
| 30D | -31.0% | +12.8% | -43.8% | -1.4% |
| 3M | -58.7% | +15.2% | -73.9% | -37.3% |
| 6M | -67.7% | +7.4% | -75.1% | -51.0% |
| All | -67.7% | +9.0% | -76.7% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling