+52.4%
GEV vs CIFR
-69.0%
+121.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -20.0% | +10.7% | -4.5% |
| 7D | -5.1% | -26.7% | +21.6% | +1.4% |
| 30D | -15.8% | -58.0% | +42.2% | +1.2% |
| 3M | -18.2% | -68.1% | +49.9% | +3.4% |
| 6M | -22.4% | -63.7% | +41.3% | -8.0% |
| YTD | +27.7% | -56.0% | +83.7% | +43.2% |
| 1Y | +52.4% | -71.1% | +123.5% | +76.0% |
| All | +52.4% | -69.0% | +121.4% | +76.0% |
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