+195.5%
CSCO vs CIFR
-34.4%
+229.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | -4.7% | -19.6% | +14.9% | -3.9% |
| 30D | -17.1% | -51.7% | +34.6% | -14.8% |
| 3M | -19.6% | -60.0% | +40.4% | -16.9% |
| 6M | +2.4% | -68.2% | +70.6% | +6.1% |
| YTD | +29.8% | -55.8% | +85.5% | +31.9% |
| 1Y | +38.7% | -66.8% | +105.4% | +42.1% |
| 3Y | +101.3% | +119.1% | -17.8% | +84.0% |
| 5Y | +94.8% | -25.3% | +120.1% | +75.1% |
| All | +195.5% | -34.4% | +229.9% | +153.9% |
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