+55.5%
CIFR vs USFR
+4.0%
+51.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -4.9% |
| 7D | -8.2% | +0.1% | -8.3% | -5.1% |
| 30D | -7.4% | +0.3% | -7.7% | +6.3% |
| 3M | -24.2% | +1.0% | -25.1% | +20.4% |
| 6M | +14.2% | +1.9% | +12.3% | +165.5% |
| YTD | +8.0% | +2.7% | +5.3% | +165.5% |
| 1Y | +55.5% | +4.0% | +51.5% | +349.2% |
| All | +55.5% | +4.0% | +51.5% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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