+27.4%
AMAT vs CIFR
+15.7%
+11.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.6% |
| 7D | -1.5% | +16.9% | -18.4% | -6.7% |
| 30D | -14.8% | -5.2% | -9.6% | -14.4% |
| 3M | -9.3% | -30.6% | +21.3% | -2.6% |
| 6M | +27.4% | +10.6% | +16.8% | +12.4% |
| All | +27.4% | +15.7% | +11.7% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling