-13.6%
BKNG vs CIFR
-69.0%
+55.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -20.0% | +29.8% | +8.7% |
| 7D | +15.6% | -26.7% | +42.3% | +13.9% |
| 30D | +8.0% | -58.0% | +66.0% | +4.0% |
| 3M | -11.8% | -68.1% | +56.3% | -15.7% |
| 6M | +3.8% | -63.7% | +67.4% | -0.5% |
| YTD | -19.6% | -56.0% | +36.4% | -22.4% |
| 1Y | -13.6% | -71.1% | +57.5% | -17.9% |
| All | -13.6% | -69.0% | +55.5% | -17.9% |
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 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