-26.9%
CIFR vs CCI
-37.5%
+10.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -0.7% | +0.9% | -1.6% | -1.6% |
| 30D | -49.6% | +10.3% | -59.9% | -51.6% |
| 3M | -60.4% | +17.9% | -78.2% | -62.8% |
| 6M | -66.9% | -0.5% | -66.4% | -67.5% |
| YTD | -53.9% | +2.7% | -56.6% | -55.7% |
| 1Y | -67.1% | +3.1% | -70.2% | -68.5% |
| 3Y | +118.3% | +8.0% | +110.3% | +85.4% |
| 5Y | -26.9% | -37.8% | +10.9% | -1.0% |
| All | -26.9% | -37.5% | +10.6% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling