+1,580.2%
BE vs CIFR
+509.6%
+1,070.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.2% | +6.7% |
| 7D | +20.0% | +16.9% | +3.0% | +13.7% |
| 30D | +7.9% | -5.2% | +13.1% | +8.9% |
| 3M | -13.2% | -30.6% | +17.4% | -5.0% |
| 6M | +53.5% | +10.6% | +42.9% | +44.4% |
| YTD | +191.0% | +20.2% | +170.8% | +166.7% |
| 1Y | +360.5% | +139.7% | +220.8% | +255.5% |
| All | +1,580.2% | +509.6% | +1,070.6% | +757.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling