+70.2%
CIFR vs CCL
+60.3%
+9.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.1% |
| 7D | -5.0% | -3.2% | -1.8% | -3.5% |
| 30D | -5.7% | -17.8% | +12.1% | +2.8% |
| 3M | -25.5% | -18.7% | -6.9% | -19.0% |
| 6M | +19.4% | -11.4% | +30.8% | +25.0% |
| YTD | +14.2% | -24.3% | +38.5% | +27.3% |
| 1Y | +69.0% | -28.8% | +97.8% | +90.9% |
| 3Y | +503.9% | +49.3% | +454.6% | +400.6% |
| 5Y | +27.7% | +1.6% | +26.0% | -2.7% |
| All | +70.2% | +60.3% | +9.9% | +29.5% |
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