+1,675.1%
DELL vs CIFR
+69.3%
+1,605.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.7% | +6.3% | +11.5% |
| 7D | +8.2% | -5.0% | +13.2% | +8.7% |
| 30D | +17.1% | -5.7% | +22.8% | +17.4% |
| 3M | +45.2% | -25.5% | +70.7% | +47.3% |
| 6M | +286.8% | +19.4% | +267.4% | +274.6% |
| YTD | +354.8% | +14.2% | +340.6% | +338.2% |
| 1Y | +358.3% | +69.0% | +289.3% | +321.4% |
| 3Y | +724.9% | +503.9% | +221.0% | +545.1% |
| 5Y | +1,193.7% | +27.7% | +1,166.0% | +907.8% |
| All | +1,675.1% | +69.3% | +1,605.8% | +1,160.3% |
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