+260.2%
APP vs CIFR
-13.3%
+273.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.9% | -6.5% | +0.8% |
| 7D | +48.9% | +9.4% | +39.6% | +45.4% |
| 30D | +49.4% | -45.3% | +94.7% | +62.6% |
| 3M | +27.0% | -58.7% | +85.7% | +43.0% |
| 6M | -15.4% | -64.9% | +49.5% | -5.1% |
| YTD | -39.9% | -51.8% | +11.9% | -37.8% |
| 1Y | -32.0% | -61.9% | +30.0% | -27.1% |
| 3Y | +824.3% | +138.6% | +685.8% | +494.1% |
| All | +260.2% | -13.3% | +273.5% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling