+515.0%
CIFR vs CCJ
+174.2%
+340.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.5% |
| 7D | +26.7% | +5.9% | +20.8% | +22.3% |
| 30D | +7.7% | +4.7% | +3.0% | +4.5% |
| 3M | -23.8% | -3.3% | -20.5% | -21.4% |
| 6M | +35.9% | -7.0% | +42.9% | +42.8% |
| YTD | +25.4% | +11.5% | +14.0% | +21.2% |
| 1Y | +139.8% | +32.3% | +107.5% | +106.6% |
| 3Y | +515.0% | +176.8% | +338.1% | +306.4% |
| All | +515.0% | +174.2% | +340.7% | +306.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling