+979.6%
DELL vs CIFR
-31.1%
+1,010.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -6.7% |
| 7D | +4.9% | +4.8% | +0.1% | +4.5% |
| 30D | -32.1% | -31.0% | -1.1% | -29.6% |
| 3M | -30.2% | -58.7% | +28.5% | -24.4% |
| 6M | +41.7% | -67.7% | +109.4% | +55.0% |
| YTD | +176.6% | -53.5% | +230.1% | +189.7% |
| 1Y | +159.9% | -54.1% | +214.0% | +171.4% |
| 3Y | +388.0% | +138.2% | +249.8% | +317.5% |
| 5Y | +578.2% | -18.5% | +596.7% | +461.6% |
| All | +979.6% | -31.1% | +1,010.6% | +733.1% |
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