-3.4%
CRM vs CIFR
+60.2%
-63.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | -0.2% |
| 7D | -8.1% | -8.2% | +0.1% | -7.7% |
| 30D | +23.1% | -7.4% | +30.4% | +23.2% |
| 3M | +42.5% | -24.2% | +66.7% | +42.4% |
| 6M | +25.3% | +14.2% | +11.1% | +20.5% |
| YTD | -7.8% | +8.0% | -15.8% | -11.7% |
| 1Y | +1.0% | +55.5% | -54.5% | -7.3% |
| 3Y | +10.0% | +429.6% | -419.6% | -15.3% |
| 5Y | -3.9% | +20.8% | -24.6% | -28.8% |
| All | -3.4% | +60.2% | -63.6% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling