+956.6%
BE vs CIFR
-31.1%
+987.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.9% | -3.8% |
| 7D | +10.8% | +4.8% | +6.0% | +9.7% |
| 30D | -19.8% | -31.0% | +11.2% | -11.7% |
| 3M | -18.7% | -58.7% | +40.0% | +1.3% |
| 6M | -33.7% | -67.7% | +34.0% | -13.0% |
| YTD | +121.0% | -53.5% | +174.5% | +164.6% |
| 1Y | +85.4% | -54.1% | +139.5% | +122.6% |
| 3Y | +1,709.5% | +138.2% | +1,571.3% | +1,261.1% |
| 5Y | +462.2% | -18.5% | +480.7% | +291.1% |
| All | +956.6% | -31.1% | +987.7% | +583.8% |
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