-64.4%
CIFR vs CCJ
-38.9%
-25.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +5.1% |
| 7D | +28.8% | +5.0% | +23.8% | +21.0% |
| 30D | -36.9% | -16.7% | -20.3% | -19.0% |
| 3M | -60.0% | -27.5% | -32.5% | -38.8% |
| 6M | -64.4% | -38.6% | -25.7% | -33.8% |
| All | -64.4% | -38.9% | -25.4% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling