-30.7%
CIFR vs CCL
+107.0%
-137.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | -31.0% | +13.1% | -44.1% | -35.5% |
| 3M | -58.7% | +3.4% | -62.1% | -60.1% |
| 6M | -67.7% | +18.7% | -86.4% | -70.9% |
| YTD | -53.5% | -2.3% | -51.3% | -54.6% |
| 1Y | -54.1% | +14.2% | -68.2% | -58.8% |
| 3Y | +138.2% | +133.6% | +4.6% | +60.6% |
| 5Y | -18.5% | +33.5% | -52.0% | -45.6% |
| All | -30.7% | +107.0% | -137.7% | -53.8% |
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