-27.8%
CIFR vs CCI
-28.0%
+0.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +28.8% | -1.4% | +30.2% | +29.1% |
| 30D | -36.9% | +12.7% | -49.7% | -39.7% |
| 3M | -60.0% | +23.0% | -83.0% | -62.8% |
| 6M | -64.4% | +0.6% | -65.0% | -65.1% |
| YTD | -51.6% | +4.9% | -56.4% | -53.7% |
| 1Y | -58.9% | +0.7% | -59.5% | -59.9% |
| 3Y | +139.9% | +10.2% | +129.7% | +108.1% |
| 5Y | -15.1% | -36.4% | +21.4% | +3.2% |
| All | -27.8% | -28.0% | +0.3% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling