+253.5%
GLW vs CIFR
-34.2%
+287.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +17.9% | -15.3% | +0.7% |
| 7D | -13.9% | -10.2% | -3.7% | -13.2% |
| 30D | -35.0% | -55.0% | +20.1% | -29.7% |
| 3M | -32.4% | -64.1% | +31.7% | -25.4% |
| 6M | -41.3% | -70.1% | +28.8% | -34.6% |
| YTD | +21.8% | -55.7% | +77.5% | +30.7% |
| 1Y | +21.8% | -69.9% | +91.7% | +33.7% |
| 3Y | +307.7% | +68.7% | +239.0% | +269.5% |
| 5Y | +213.7% | -26.2% | +239.9% | +170.0% |
| All | +253.5% | -34.2% | +287.7% | +194.8% |
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