+606.9%
GEV vs CIFR
+199.1%
+407.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.7% | +2.8% | -1.8% |
| 7D | -1.9% | -8.2% | +6.3% | -0.4% |
| 30D | -8.7% | -7.4% | -1.3% | -8.0% |
| 3M | +6.6% | -24.2% | +30.8% | +9.1% |
| 6M | +10.2% | +14.2% | -4.0% | +3.6% |
| YTD | +41.6% | +8.0% | +33.6% | +32.6% |
| 1Y | +43.9% | +55.5% | -11.6% | +21.4% |
| All | +606.9% | +199.1% | +407.8% | +374.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling