+1,052.8%
BE vs CIFR
-28.5%
+1,081.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +8.9% | +4.1% | +10.6% |
| 7D | +4.5% | +9.4% | -4.9% | +2.3% |
| 30D | -20.1% | -45.3% | +25.2% | -6.9% |
| 3M | -0.8% | -58.7% | +57.9% | +23.5% |
| 6M | -26.2% | -64.9% | +38.7% | -5.2% |
| YTD | +141.1% | -51.8% | +192.9% | +185.8% |
| 1Y | +64.8% | -61.9% | +126.8% | +106.3% |
| 3Y | +1,887.4% | +138.6% | +1,748.8% | +1,388.7% |
| 5Y | +518.1% | -13.0% | +531.1% | +324.1% |
| All | +1,052.8% | -28.5% | +1,081.4% | +638.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling