-30.7%
CIFR vs CCJ
+662.3%
-693.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.3% |
| 7D | +4.8% | -0.8% | +5.6% | +5.3% |
| 30D | -31.0% | -13.2% | -17.8% | -25.0% |
| 3M | -58.7% | -27.6% | -31.1% | -50.8% |
| 6M | -67.7% | -38.7% | -29.0% | -58.0% |
| YTD | -53.5% | -22.7% | -30.8% | -44.5% |
| 1Y | -54.1% | -17.6% | -36.5% | -46.2% |
| 3Y | +138.2% | +62.7% | +75.5% | +112.7% |
| 5Y | -18.5% | +159.7% | -178.3% | -40.5% |
| All | -30.7% | +662.3% | -693.0% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling