+920.5%
BE vs CIFR
-34.4%
+954.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.3% |
| 7D | -13.4% | -19.6% | +6.2% | -8.5% |
| 30D | -33.9% | -51.7% | +17.8% | -20.4% |
| 3M | -12.0% | -60.0% | +48.0% | +10.4% |
| 6M | -29.0% | -68.2% | +39.3% | -6.5% |
| YTD | +113.4% | -55.8% | +169.2% | +158.5% |
| 1Y | +33.2% | -66.8% | +99.9% | +72.2% |
| 3Y | +1,659.2% | +119.1% | +1,540.1% | +1,246.1% |
| 5Y | +461.4% | -25.3% | +486.7% | +296.6% |
| All | +920.5% | -34.4% | +954.8% | +568.0% |
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