+312.3%
DELL vs CIFR
+66.8%
+245.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.7% | +0.3% | -4.5% |
| 7D | -1.9% | -8.2% | +6.3% | -0.7% |
| 30D | +14.9% | -7.4% | +22.3% | +15.6% |
| 3M | +37.2% | -24.2% | +61.4% | +39.6% |
| 6M | +254.0% | +14.2% | +239.8% | +241.5% |
| YTD | +306.1% | +8.0% | +298.1% | +287.6% |
| 1Y | +312.3% | +55.5% | +256.8% | +274.7% |
| All | +312.3% | +66.8% | +245.5% | +274.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling