+68.7%
CIFR vs CCL
+138.8%
-70.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.5% | +17.5% | +17.6% |
| 7D | -10.2% | +3.1% | -13.3% | -13.2% |
| 30D | -55.0% | +13.7% | -68.7% | -59.1% |
| 3M | -64.1% | +3.8% | -67.9% | -65.7% |
| 6M | -70.1% | +9.3% | -79.4% | -72.8% |
| YTD | -55.7% | -1.1% | -54.6% | -57.7% |
| 1Y | -69.9% | +14.6% | -84.4% | -74.6% |
| 3Y | +68.7% | +146.4% | -77.7% | -21.4% |
| All | +68.7% | +138.8% | -70.1% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling