+79.2%
CIFR vs CCI
-40.0%
+119.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.7% |
| 7D | +16.9% | -0.4% | +17.3% | +17.2% |
| 30D | -5.2% | +2.7% | -7.9% | -6.0% |
| 3M | -30.6% | -18.2% | -12.4% | -26.2% |
| 6M | +10.6% | -14.8% | +25.4% | +14.6% |
| YTD | +20.2% | -12.6% | +32.8% | +22.7% |
| 1Y | +139.7% | -16.7% | +156.5% | +150.5% |
| 3Y | +489.4% | -10.5% | +499.9% | +456.0% |
| 5Y | +54.4% | -51.4% | +105.8% | +101.7% |
| All | +79.2% | -40.0% | +119.2% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling