+33.2%
BE vs CIFR
-70.1%
+103.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -2.1% |
| 7D | -13.4% | -19.6% | +6.2% | -3.7% |
| 30D | -33.9% | -51.7% | +17.8% | -4.3% |
| 3M | -12.0% | -60.0% | +48.0% | +37.3% |
| 6M | -29.0% | -68.2% | +39.3% | +19.0% |
| YTD | +113.4% | -55.8% | +169.2% | +171.3% |
| 1Y | +33.2% | -66.8% | +99.9% | +101.0% |
| All | +33.2% | -70.1% | +103.3% | +101.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling