-29.5%
CIFR vs CAPR
+142.6%
-172.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.7% | +13.3% | +17.7% |
| 7D | -10.2% | +41.1% | -51.3% | -11.6% |
| 30D | -55.0% | +11.1% | -66.2% | -55.3% |
| 3M | -64.1% | +115.3% | -179.4% | -65.5% |
| 6M | -70.1% | -73.8% | +3.7% | -69.3% |
| YTD | -55.7% | -68.8% | +13.2% | -54.9% |
| 1Y | -69.9% | +43.3% | -113.2% | -74.1% |
| 3Y | +68.7% | +214.7% | -146.0% | +7.9% |
| All | -29.5% | +142.6% | -172.1% | -63.7% |
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