+65.8%
AMZN vs CIFR
-31.1%
+96.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.1% |
| 7D | +2.8% | +4.8% | -2.0% | +2.4% |
| 30D | +5.0% | -31.0% | +35.9% | +7.5% |
| 3M | +0.6% | -58.7% | +59.3% | +6.9% |
| 6M | -1.3% | -67.7% | +66.4% | +5.5% |
| YTD | +15.5% | -53.5% | +69.1% | +17.7% |
| 1Y | +12.2% | -54.1% | +66.3% | +13.9% |
| 3Y | +87.0% | +138.2% | -51.2% | +46.2% |
| 5Y | +51.3% | -18.5% | +69.8% | +7.3% |
| All | +65.8% | -31.1% | +96.8% | +14.1% |
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