-10.0%
CRM vs CIFR
-69.0%
+59.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -20.0% | +22.2% | +1.0% |
| 7D | -6.2% | -26.7% | +20.5% | -7.7% |
| 30D | -1.2% | -58.0% | +56.8% | -5.9% |
| 3M | +19.1% | -68.1% | +87.2% | +11.9% |
| 6M | +23.0% | -63.7% | +86.6% | +15.5% |
| YTD | -13.7% | -56.0% | +42.3% | -19.4% |
| 1Y | -10.0% | -71.1% | +61.1% | -14.5% |
| All | -10.0% | -69.0% | +59.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling