-1.5%
BAC vs CIFR
-69.0%
+67.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -20.0% | +23.9% | +4.5% |
| 7D | +1.5% | -26.7% | +28.3% | +2.2% |
| 30D | -4.4% | -58.0% | +53.6% | -2.3% |
| 3M | -17.5% | -68.1% | +50.6% | -15.2% |
| 6M | -0.1% | -63.7% | +63.6% | +0.9% |
| YTD | -4.6% | -56.0% | +51.3% | -5.4% |
| 1Y | -1.5% | -71.1% | +69.6% | -1.7% |
| All | -1.5% | -69.0% | +67.5% | -1.7% |
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