-31.2%
CIFR vs CCEP
+266.6%
-297.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.9% | +3.8% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | -49.6% | +12.7% | -62.3% | -51.5% |
| 3M | -60.4% | +8.5% | -68.9% | -61.5% |
| 6M | -66.9% | +25.6% | -92.4% | -69.5% |
| YTD | -53.9% | +30.9% | -84.8% | -58.1% |
| 1Y | -67.1% | +32.0% | -99.0% | -70.2% |
| 3Y | +118.3% | +110.9% | +7.3% | +53.0% |
| 5Y | -26.9% | +138.5% | -165.3% | -51.8% |
| All | -31.2% | +266.6% | -297.8% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling