+515.0%
CIFR vs CCI
-10.9%
+525.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +26.7% | +0.2% | +26.5% | +26.7% |
| 30D | +7.7% | +0.5% | +7.2% | +7.7% |
| 3M | -23.8% | -16.3% | -7.5% | -22.4% |
| 6M | +35.9% | -13.9% | +49.9% | +37.3% |
| YTD | +25.4% | -12.4% | +37.8% | +25.6% |
| 1Y | +139.8% | -15.2% | +155.0% | +142.1% |
| 3Y | +515.0% | -9.9% | +524.8% | +489.5% |
| All | +515.0% | -10.9% | +525.8% | +489.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling