+227.6%
CSCO vs CIFR
+78.3%
+149.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | -0.7% | +16.9% | -17.6% | -1.4% |
| 30D | -10.1% | -5.2% | -4.9% | -10.1% |
| 3M | -15.7% | -30.6% | +14.9% | -15.1% |
| 6M | +36.3% | +10.6% | +25.7% | +34.2% |
| YTD | +43.8% | +20.2% | +23.6% | +40.8% |
| 1Y | +63.9% | +139.7% | -75.8% | +54.7% |
| 3Y | +104.4% | +489.4% | -385.0% | +79.4% |
| 5Y | +111.4% | +54.4% | +57.0% | +83.9% |
| All | +227.6% | +78.3% | +149.3% | +170.9% |
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