+461.7%
AMAT vs CIFR
-34.2%
+495.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +17.9% | -13.7% | +2.0% |
| 7D | -14.7% | -10.2% | -4.5% | -13.9% |
| 30D | -36.1% | -55.0% | +19.0% | -30.1% |
| 3M | -36.9% | -64.1% | +27.2% | -29.5% |
| 6M | -22.2% | -70.1% | +47.9% | -12.0% |
| YTD | +29.9% | -55.7% | +85.6% | +39.7% |
| 1Y | +43.3% | -69.9% | +113.1% | +58.7% |
| 3Y | +142.7% | +68.7% | +74.0% | +107.3% |
| 5Y | +126.2% | -26.2% | +152.4% | +76.1% |
| All | +461.7% | -34.2% | +495.9% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling