+132.8%
AMAT vs CIFR
+31.2%
+101.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.6% | +1.0% | -11.3% |
| 7D | -24.3% | -31.5% | +7.2% | -20.0% |
| 30D | -39.8% | -64.2% | +24.4% | -30.2% |
| 3M | -40.2% | -70.3% | +30.2% | -29.3% |
| 6M | -22.1% | -74.9% | +52.8% | -6.8% |
| YTD | +24.7% | -62.4% | +87.1% | +40.7% |
| 1Y | +33.3% | -77.5% | +110.8% | +57.1% |
| All | +132.8% | +31.2% | +101.6% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling