+45.9%
CSCO vs CIFR
-69.0%
+115.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -20.0% | +20.6% | +2.1% |
| 7D | -6.1% | -26.7% | +20.7% | -4.2% |
| 30D | -8.2% | -58.0% | +49.8% | -2.9% |
| 3M | -14.6% | -68.1% | +53.5% | -8.3% |
| 6M | +12.7% | -63.7% | +76.4% | +18.8% |
| YTD | +37.0% | -56.0% | +93.0% | +42.8% |
| 1Y | +45.9% | -71.1% | +117.0% | +49.8% |
| All | +45.9% | -69.0% | +115.0% | +49.8% |
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