+279.6%
GOOG vs CIFR
-31.1%
+310.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.7% |
| 7D | +3.0% | +4.8% | -1.8% | +2.7% |
| 30D | -14.9% | -31.0% | +16.1% | -13.3% |
| 3M | -14.9% | -58.7% | +43.8% | -10.9% |
| 6M | -26.6% | -67.7% | +41.1% | -23.0% |
| YTD | -6.6% | -53.5% | +46.9% | -5.5% |
| 1Y | +5.1% | -54.1% | +59.1% | +6.0% |
| 3Y | +121.0% | +138.2% | -17.2% | +85.4% |
| 5Y | +97.3% | -18.5% | +115.9% | +54.2% |
| All | +279.6% | -31.1% | +310.6% | +193.4% |
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