-71.1%
CIFR vs CCI
+7.6%
-78.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.5% | -26.4% | -18.5% |
| 7D | -26.7% | +5.0% | -31.8% | -25.5% |
| 30D | -58.0% | +36.4% | -94.4% | -56.0% |
| 3M | -68.1% | +20.4% | -88.5% | -67.2% |
| 6M | -63.7% | +4.9% | -68.6% | -62.2% |
| YTD | -56.0% | +7.8% | -63.7% | -55.9% |
| 1Y | -71.1% | +7.3% | -78.4% | -70.7% |
| All | -71.1% | +7.6% | -78.7% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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