-35.9%
APP vs CIFR
+122.3%
-158.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.9% |
| 7D | +0.9% | +16.9% | -16.1% | -1.9% |
| 30D | -23.3% | -5.2% | -18.1% | -23.2% |
| 3M | -42.6% | -30.6% | -12.1% | -40.9% |
| 6M | -33.6% | +10.6% | -44.2% | -39.0% |
| YTD | -52.4% | +20.2% | -72.6% | -57.1% |
| 1Y | -35.9% | +139.7% | -175.6% | -43.1% |
| All | -35.9% | +122.3% | -158.2% | -43.1% |
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 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