+199.5%
BAC vs CIFR
+69.8%
+129.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.9% |
| 7D | +0.6% | +11.3% | -10.7% | 0.0% |
| 30D | -1.4% | +3.5% | -4.9% | -1.8% |
| 3M | +15.7% | -26.6% | +42.4% | +16.3% |
| 6M | +32.2% | +18.1% | +14.1% | +28.6% |
| YTD | +15.8% | +14.5% | +1.3% | +12.1% |
| 1Y | +27.3% | +83.3% | -56.0% | +18.5% |
| 3Y | +137.5% | +461.5% | -324.0% | +98.7% |
| 5Y | +73.1% | +29.3% | +43.8% | +42.3% |
| All | +199.5% | +69.8% | +129.6% | +138.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling