-65.3%
CIFR vs CI
+15.8%
-81.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +4.5% |
| 7D | -0.7% | +0.1% | -0.9% | 0.0% |
| 30D | -49.6% | +4.7% | -54.3% | -47.9% |
| 3M | -60.4% | +5.2% | -65.6% | -58.7% |
| 6M | -66.9% | +3.8% | -70.6% | -65.2% |
| YTD | -53.9% | +9.2% | -63.1% | -49.9% |
| All | -65.3% | +15.8% | -81.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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