+70.7%
CIFR vs CCEP
+224.0%
-153.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.6% | -6.1% | -8.0% |
| 7D | +11.3% | -3.7% | +15.0% | +12.6% |
| 30D | +3.5% | -2.1% | +5.6% | +3.9% |
| 3M | -26.6% | +7.2% | -33.8% | -28.7% |
| 6M | +18.1% | +3.3% | +14.8% | +16.0% |
| YTD | +14.5% | +15.7% | -1.2% | +8.3% |
| 1Y | +83.3% | +16.6% | +66.7% | +71.4% |
| 3Y | +461.5% | +84.3% | +377.2% | +312.4% |
| 5Y | +29.3% | +109.0% | -79.7% | -11.9% |
| All | +70.7% | +224.0% | -153.3% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling