-71.1%
CIFR vs CCEP
+36.9%
-108.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.8% | -23.8% | -17.6% |
| 7D | -26.7% | +4.2% | -31.0% | -24.5% |
| 30D | -58.0% | +14.2% | -72.2% | -55.7% |
| 3M | -68.1% | +9.1% | -77.3% | -66.5% |
| 6M | -63.7% | +26.9% | -90.5% | -62.0% |
| YTD | -56.0% | +29.1% | -85.0% | -50.1% |
| 1Y | -71.1% | +36.8% | -107.9% | -65.8% |
| All | -71.1% | +36.9% | -108.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling