+91.7%
BKNG vs CIFR
+19.1%
+72.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.7% | +6.2% | +0.8% |
| 7D | -10.7% | -8.2% | -2.4% | -10.4% |
| 30D | -18.1% | -7.4% | -10.7% | -18.1% |
| 3M | +8.5% | -24.2% | +32.7% | +8.5% |
| 6M | -0.1% | +14.2% | -14.2% | -2.8% |
| YTD | -18.2% | +8.0% | -26.2% | -20.8% |
| 1Y | -19.9% | +55.5% | -75.4% | -25.2% |
| 3Y | +41.6% | +429.6% | -388.0% | +14.6% |
| All | +91.7% | +19.1% | +72.5% | +39.5% |
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