+52.1%
CIFR vs CCL
0.0%
+52.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +5.1% |
| 7D | +26.7% | -0.1% | +26.8% | +26.7% |
| 30D | +7.7% | -20.0% | +27.7% | +22.5% |
| 3M | -23.8% | -13.7% | -10.1% | -18.1% |
| 6M | +35.9% | -9.0% | +44.9% | +41.0% |
| YTD | +25.4% | -22.8% | +48.2% | +41.8% |
| 1Y | +139.8% | -25.3% | +165.1% | +169.8% |
| 3Y | +515.0% | +54.1% | +460.9% | +345.2% |
| 5Y | +52.1% | +3.5% | +48.6% | +16.7% |
| All | +52.1% | 0.0% | +52.1% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling