+70.7%
CIFR vs CCJ
+982.2%
-911.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -8.0% |
| 7D | +11.3% | +4.2% | +7.1% | +9.5% |
| 30D | +3.5% | +3.2% | +0.3% | +2.1% |
| 3M | -26.6% | -1.8% | -24.8% | -25.3% |
| 6M | +18.1% | -13.5% | +31.6% | +27.3% |
| YTD | +14.5% | +9.7% | +4.7% | +13.5% |
| 1Y | +83.3% | +30.0% | +53.3% | +68.2% |
| 3Y | +461.5% | +172.6% | +288.9% | +294.0% |
| 5Y | +29.3% | +342.9% | -313.6% | -20.7% |
| All | +70.7% | +982.2% | -911.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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