+228.2%
CSCO vs CIFR
+69.8%
+158.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +0.6% |
| 7D | 0.0% | +11.3% | -11.4% | -0.6% |
| 30D | -10.7% | +3.5% | -14.2% | -11.0% |
| 3M | -8.7% | -26.6% | +17.9% | -8.3% |
| 6M | +44.9% | +18.1% | +26.8% | +42.4% |
| YTD | +44.1% | +14.5% | +29.6% | +41.3% |
| 1Y | +65.9% | +83.3% | -17.4% | +58.2% |
| 3Y | +109.0% | +461.5% | -352.5% | +83.9% |
| 5Y | +114.8% | +29.3% | +85.5% | +88.7% |
| All | +228.2% | +69.8% | +158.4% | +172.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling