-16.6%
APP vs CIFR
-70.7%
+54.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +17.9% | -8.1% | +9.2% |
| 7D | +71.2% | -10.2% | +81.4% | +70.4% |
| 30D | +39.1% | -55.0% | +94.1% | +45.7% |
| 3M | +16.5% | -64.1% | +80.6% | +23.6% |
| 6M | -16.6% | -70.1% | +53.6% | -10.9% |
| All | -16.6% | -70.7% | +54.1% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling