+1,322.6%
BE vs CIFR
+60.2%
+1,262.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -2.5% |
| 7D | +9.7% | -8.2% | +18.0% | +12.2% |
| 30D | +22.4% | -7.4% | +29.8% | +24.2% |
| 3M | +10.4% | -24.2% | +34.5% | +16.6% |
| 6M | +67.9% | +14.2% | +53.7% | +59.6% |
| YTD | +197.5% | +8.0% | +189.5% | +187.5% |
| 1Y | +310.6% | +55.5% | +255.1% | +266.6% |
| 3Y | +1,657.2% | +429.6% | +1,227.7% | +960.4% |
| 5Y | +1,218.2% | +20.8% | +1,197.4% | +678.0% |
| All | +1,322.6% | +60.2% | +1,262.4% | +643.0% |
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 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