+143.9%
CAT vs CIFR
+54.7%
+89.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +17.9% | -17.0% | -1.3% |
| 7D | -10.3% | -10.2% | -0.1% | -9.6% |
| 30D | -31.2% | -55.0% | +23.9% | -25.1% |
| 3M | -34.7% | -64.1% | +29.4% | -27.6% |
| 6M | -39.5% | -70.1% | +30.6% | -32.6% |
| YTD | -1.7% | -55.7% | +54.0% | +3.8% |
| 1Y | -1.1% | -69.9% | +68.7% | +7.4% |
| 3Y | +143.9% | +68.7% | +75.2% | +109.6% |
| All | +143.9% | +54.7% | +89.1% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling