+97.3%
BAC vs CIFR
+79.2%
+18.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.8% | +2.0% |
| 7D | +2.0% | -0.7% | +2.7% | +1.5% |
| 30D | -6.9% | -49.6% | +42.7% | -3.3% |
| 3M | -19.6% | -60.4% | +40.8% | -15.5% |
| 6M | -0.5% | -66.9% | +66.4% | +4.2% |
| YTD | -6.6% | -53.9% | +47.2% | -6.0% |
| 1Y | -3.0% | -67.1% | +64.1% | -0.3% |
| 3Y | +97.3% | +118.3% | -21.0% | +61.2% |
| All | +97.3% | +79.2% | +18.1% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling