-0.8%
CRM vs CIFR
+25.9%
-26.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.6% |
| 7D | -4.4% | -5.0% | +0.6% | -4.2% |
| 30D | +28.1% | -5.7% | +33.8% | +28.2% |
| 3M | +48.8% | -25.5% | +74.4% | +49.0% |
| 6M | +28.3% | +19.4% | +8.8% | +23.1% |
| YTD | -6.0% | +14.2% | -20.2% | -10.2% |
| 1Y | +1.4% | +69.0% | -67.6% | -7.3% |
| 3Y | +11.8% | +503.9% | -492.1% | -14.2% |
| All | -0.8% | +25.9% | -26.8% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling