-6.8%
AVGO vs CIFR
-69.0%
+62.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -20.0% | +17.9% | +2.0% |
| 7D | -7.5% | -26.7% | +19.2% | -2.4% |
| 30D | -10.2% | -58.0% | +47.8% | +5.0% |
| 3M | -22.0% | -68.1% | +46.1% | -4.9% |
| 6M | -21.6% | -63.7% | +42.1% | -10.3% |
| YTD | -5.4% | -56.0% | +50.5% | -1.7% |
| 1Y | -6.8% | -71.1% | +64.3% | +9.2% |
| All | -6.8% | -69.0% | +62.2% | +9.2% |
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