+1,251.0%
BE vs CIFR
+59.6%
+1,191.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.3% | +5.3% | +8.5% |
| 7D | +29.8% | +26.7% | +3.1% | +22.2% |
| 30D | +26.4% | +7.7% | +18.6% | +23.4% |
| 3M | +9.3% | -23.8% | +33.1% | +15.3% |
| 6M | +105.1% | +35.9% | +69.2% | +86.8% |
| YTD | +219.0% | +25.4% | +193.6% | +196.9% |
| 1Y | +418.8% | +139.8% | +279.0% | +320.9% |
| 3Y | +1,784.6% | +515.0% | +1,269.6% | +996.5% |
| 5Y | +1,251.0% | +52.1% | +1,198.9% | +614.3% |
| All | +1,251.0% | +59.6% | +1,191.4% | +614.3% |
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