-28.2%
CIFR vs COST
+214.8%
-242.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.0% | +6.9% | +7.9% |
| 7D | +9.4% | +3.9% | +5.5% | +7.1% |
| 30D | -45.3% | +13.5% | -58.8% | -49.7% |
| 3M | -58.7% | +15.3% | -74.0% | -62.7% |
| 6M | -64.9% | +9.2% | -74.1% | -68.0% |
| YTD | -51.8% | +26.9% | -78.7% | -61.2% |
| 1Y | -61.9% | +19.7% | -81.6% | -68.0% |
| 3Y | +138.6% | +96.0% | +42.6% | +38.2% |
| 5Y | -13.0% | +124.0% | -137.0% | -54.1% |
| All | -28.2% | +214.8% | -242.9% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling