+96.9%
CSCO vs CIFR
-28.2%
+125.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | +4.9% |
| 7D | -2.9% | -0.7% | -2.2% | -3.1% |
| 30D | -16.7% | -49.6% | +33.0% | -14.4% |
| 3M | -18.4% | -60.4% | +41.9% | -15.6% |
| 6M | +2.9% | -66.9% | +69.8% | +6.6% |
| YTD | +30.4% | -53.9% | +84.3% | +32.4% |
| 1Y | +41.4% | -67.1% | +108.5% | +45.0% |
| 3Y | +104.7% | +118.3% | -13.6% | +86.1% |
| 5Y | +96.9% | -26.9% | +123.8% | +75.6% |
| All | +96.9% | -28.2% | +125.2% | +75.6% |
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