+51.0%
CIFR vs CAPR
+84.7%
-33.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | +16.9% | -2.0% | +18.9% | +17.0% |
| 30D | -5.2% | +139.2% | -144.4% | -9.1% |
| 3M | -30.6% | -66.4% | +35.8% | -29.2% |
| 6M | +10.6% | -63.1% | +73.7% | +12.2% |
| YTD | +20.2% | -67.4% | +87.6% | +22.3% |
| 1Y | +139.7% | +58.2% | +81.5% | +101.7% |
| 3Y | +489.4% | +42.2% | +447.2% | +305.6% |
| All | +51.0% | +84.7% | -33.7% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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