+892.7%
AVGO vs CIFR
-34.4%
+927.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | +4.3% |
| 7D | 0.0% | -19.6% | +19.5% | +1.9% |
| 30D | -8.2% | -51.7% | +43.5% | -1.9% |
| 3M | -21.3% | -60.0% | +38.7% | -14.9% |
| 6M | -22.5% | -68.2% | +45.7% | -15.4% |
| YTD | -3.6% | -55.8% | +52.2% | +0.8% |
| 1Y | -6.7% | -66.8% | +60.1% | -0.2% |
| 3Y | +258.1% | +119.1% | +139.0% | +211.3% |
| 5Y | +560.9% | -25.3% | +586.2% | +452.2% |
| All | +892.7% | -34.4% | +927.0% | +698.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling