+465.4%
BE vs CIFR
-28.2%
+493.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +7.9% | +10.8% |
| 7D | -1.2% | -0.7% | -0.5% | -1.4% |
| 30D | -30.9% | -49.6% | +18.7% | -17.3% |
| 3M | -11.6% | -60.4% | +48.8% | +11.8% |
| 6M | -25.7% | -66.9% | +41.1% | -2.6% |
| YTD | +123.1% | -53.9% | +177.0% | +168.4% |
| 1Y | +43.4% | -67.1% | +110.5% | +86.4% |
| 3Y | +1,683.6% | +118.3% | +1,565.4% | +1,245.3% |
| 5Y | +465.4% | -26.9% | +492.3% | +266.2% |
| All | +465.4% | -28.2% | +493.7% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling