+164.9%
BKNG vs CIFR
+69.8%
+95.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.7% | +4.9% | -3.4% |
| 7D | -13.1% | +11.3% | -24.4% | -13.6% |
| 30D | -18.5% | +3.5% | -22.0% | -18.9% |
| 3M | +5.8% | -26.6% | +32.4% | +6.0% |
| 6M | -2.1% | +18.1% | -20.2% | -5.0% |
| YTD | -18.6% | +14.5% | -33.1% | -21.4% |
| 1Y | -21.7% | +83.3% | -105.0% | -27.7% |
| 3Y | +40.9% | +461.5% | -420.6% | +13.5% |
| 5Y | +91.0% | +29.3% | +61.7% | +45.6% |
| All | +164.9% | +69.8% | +95.0% | +96.7% |
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