+676.3%
DELL vs CIFR
+521.1%
+155.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.5% | +1.3% |
| 7D | +25.6% | +26.7% | -1.1% | +22.0% |
| 30D | +17.7% | +7.7% | +9.9% | +16.1% |
| 3M | +33.4% | -23.8% | +57.2% | +35.4% |
| 6M | +266.2% | +35.9% | +230.3% | +244.5% |
| YTD | +328.0% | +25.4% | +302.6% | +300.9% |
| 1Y | +339.6% | +139.8% | +199.8% | +272.2% |
| All | +676.3% | +521.1% | +155.2% | +455.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling