+97.9%
BAC vs CIFR
+129.4%
-31.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.3% |
| 7D | +3.2% | +4.8% | -1.6% | +2.9% |
| 30D | -0.7% | -31.0% | +30.3% | +1.1% |
| 3M | -20.0% | -58.7% | +38.7% | -16.2% |
| 6M | +3.4% | -67.7% | +71.1% | +8.5% |
| YTD | -5.7% | -53.5% | +47.8% | -5.2% |
| 1Y | -1.4% | -54.1% | +52.6% | -1.3% |
| 3Y | +97.9% | +138.2% | -40.3% | +60.9% |
| All | +97.9% | +129.4% | -31.5% | +60.9% |
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