-55.4%
APP vs CIFR
-69.0%
+13.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -20.0% | +30.6% | +14.0% |
| 7D | +4.5% | -26.7% | +31.3% | +9.1% |
| 30D | -3.6% | -58.0% | +54.4% | +10.1% |
| 3M | -35.3% | -68.1% | +32.9% | -23.1% |
| 6M | -42.8% | -63.7% | +20.9% | -38.1% |
| YTD | -59.7% | -56.0% | -3.7% | -59.7% |
| 1Y | -55.4% | -71.1% | +15.8% | -51.6% |
| All | -55.4% | -69.0% | +13.7% | -51.6% |
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