+627.7%
GEV vs CIFR
+217.1%
+410.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.6% | -0.5% |
| 7D | +3.2% | +11.3% | -8.2% | +0.9% |
| 30D | -4.0% | +3.5% | -7.5% | -5.2% |
| 3M | +3.4% | -26.6% | +30.0% | +6.5% |
| 6M | +14.7% | +18.1% | -3.4% | +7.0% |
| YTD | +45.8% | +14.5% | +31.3% | +35.1% |
| 1Y | +57.4% | +83.3% | -25.9% | +28.9% |
| All | +627.7% | +217.1% | +410.6% | +383.3% |
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