-25.3%
CIFR vs CCJ
+169.1%
-194.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.0% |
| 7D | -19.6% | +0.4% | -20.0% | -19.1% |
| 30D | -51.7% | -17.2% | -34.5% | -44.7% |
| 3M | -60.0% | -25.1% | -34.9% | -51.2% |
| 6M | -68.2% | -37.6% | -30.6% | -56.4% |
| YTD | -55.8% | -20.4% | -35.4% | -46.3% |
| 1Y | -66.8% | -22.5% | -44.2% | -58.7% |
| 3Y | +119.1% | +72.5% | +46.7% | +71.4% |
| 5Y | -25.3% | +179.9% | -205.2% | -64.2% |
| All | -25.3% | +169.1% | -194.4% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling