+61.4%
AMAT vs CIFR
-69.0%
+130.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -20.0% | +16.7% | +2.3% |
| 7D | -11.2% | -26.7% | +15.5% | -4.3% |
| 30D | -31.9% | -58.0% | +26.1% | -14.7% |
| 3M | -32.3% | -68.1% | +35.8% | -10.1% |
| 6M | -5.4% | -63.7% | +58.3% | +18.4% |
| YTD | +44.3% | -56.0% | +100.2% | +69.3% |
| 1Y | +61.4% | -71.1% | +132.5% | +100.2% |
| All | +61.4% | -69.0% | +130.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling