+71.4%
BAC vs CIFR
+48.5%
+23.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +1.1% | +16.9% | -15.9% | +0.2% |
| 30D | -0.4% | -5.2% | +4.8% | -0.4% |
| 3M | +16.9% | -30.6% | +47.5% | +17.8% |
| 6M | +26.6% | +10.6% | +16.0% | +23.6% |
| YTD | +15.8% | +20.2% | -4.4% | +11.9% |
| 1Y | +27.2% | +139.7% | -112.6% | +16.4% |
| 3Y | +132.4% | +489.4% | -357.0% | +93.4% |
| All | +71.4% | +48.5% | +23.0% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling