-34.0%
CIFR vs CCI
-28.3%
-5.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | -19.6% | +3.2% | -22.8% | -20.7% |
| 30D | -51.7% | +12.2% | -63.9% | -53.7% |
| 3M | -60.0% | +23.1% | -83.2% | -62.9% |
| 6M | -68.2% | +1.3% | -69.5% | -69.0% |
| YTD | -55.8% | +4.5% | -60.2% | -57.6% |
| 1Y | -66.8% | +2.3% | -69.1% | -67.8% |
| 3Y | +119.1% | +9.8% | +109.3% | +90.2% |
| 5Y | -25.3% | -36.5% | +11.2% | -9.2% |
| All | -34.0% | -28.3% | -5.7% | -22.6% |
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