+643.2%
GEV vs CIFR
+247.3%
+395.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.3% |
| 7D | +8.1% | +26.7% | -18.6% | +3.3% |
| 30D | -1.9% | +7.7% | -9.7% | -3.9% |
| 3M | +4.1% | -23.8% | +27.9% | +6.4% |
| 6M | +23.2% | +35.9% | -12.7% | +12.2% |
| YTD | +48.9% | +25.4% | +23.5% | +35.7% |
| 1Y | +62.2% | +139.8% | -77.6% | +26.2% |
| All | +643.2% | +247.3% | +395.9% | +385.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling