+79.2%
CIFR vs CCEP
+230.0%
-150.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.0% |
| 7D | +16.9% | -3.1% | +20.0% | +18.0% |
| 30D | -5.2% | -2.6% | -2.6% | -4.7% |
| 3M | -30.6% | +14.9% | -45.5% | -34.2% |
| 6M | +10.6% | +2.3% | +8.3% | +9.0% |
| YTD | +20.2% | +17.8% | +2.3% | +13.0% |
| 1Y | +139.7% | +24.2% | +115.5% | +119.1% |
| 3Y | +489.4% | +84.7% | +404.6% | +333.4% |
| 5Y | +54.4% | +103.2% | -48.8% | +4.9% |
| All | +79.2% | +230.0% | -150.8% | +18.7% |
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