+118.3%
CIFR vs CCEP
+108.8%
+9.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.9% | +4.5% |
| 7D | -0.7% | +1.7% | -2.4% | +0.8% |
| 30D | -49.6% | +12.7% | -62.3% | -47.5% |
| 3M | -60.4% | +8.5% | -68.9% | -58.9% |
| 6M | -66.9% | +25.6% | -92.4% | -64.9% |
| YTD | -53.9% | +30.9% | -84.8% | -50.4% |
| 1Y | -67.1% | +32.0% | -99.0% | -64.5% |
| 3Y | +118.3% | +110.9% | +7.3% | +106.0% |
| All | +118.3% | +108.8% | +9.5% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling