+8.9%
CAT vs CIFR
-69.0%
+78.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -20.0% | +14.7% | -1.5% |
| 7D | -17.1% | -26.7% | +9.6% | -12.6% |
| 30D | -30.1% | -58.0% | +27.9% | -19.1% |
| 3M | -32.4% | -68.1% | +35.7% | -18.8% |
| 6M | -32.1% | -63.7% | +31.5% | -22.8% |
| YTD | +4.1% | -56.0% | +60.1% | +11.2% |
| 1Y | +8.9% | -71.1% | +80.0% | +20.7% |
| All | +8.9% | -69.0% | +78.0% | +20.7% |
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 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