-34.0%
CIFR vs CCL
+117.7%
-151.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -19.6% | +5.8% | -25.4% | -22.1% |
| 30D | -51.7% | +17.3% | -69.0% | -55.5% |
| 3M | -60.0% | +11.3% | -71.4% | -62.6% |
| 6M | -68.2% | +18.5% | -86.7% | -71.3% |
| YTD | -55.8% | +2.8% | -58.6% | -57.8% |
| 1Y | -66.8% | +16.7% | -83.5% | -70.4% |
| 3Y | +119.1% | +146.0% | -26.9% | +44.5% |
| 5Y | -25.3% | +33.6% | -58.9% | -51.2% |
| All | -34.0% | +117.7% | -151.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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