+213.9%
CAT vs CIFR
-22.5%
+236.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.5% |
| 7D | +7.4% | +4.8% | +2.6% | +7.0% |
| 30D | -19.7% | -31.0% | +11.3% | -17.6% |
| 3M | -29.6% | -58.7% | +29.1% | -25.2% |
| 6M | -33.2% | -67.7% | +34.5% | -28.5% |
| YTD | +5.7% | -53.5% | +59.2% | +9.4% |
| 1Y | +9.3% | -54.1% | +63.4% | +13.0% |
| 3Y | +158.3% | +138.2% | +20.1% | +131.2% |
| All | +213.9% | -22.5% | +236.4% | +169.2% |
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