+335.3%
GOOG vs CIFR
+69.3%
+265.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +1.2% |
| 7D | 0.0% | -5.0% | +5.1% | +0.3% |
| 30D | -2.0% | -5.7% | +3.8% | -1.9% |
| 3M | -5.9% | -25.5% | +19.7% | -5.3% |
| 6M | +8.9% | +19.4% | -10.5% | +5.3% |
| YTD | +7.1% | +14.2% | -7.1% | +3.1% |
| 1Y | +39.7% | +69.0% | -29.3% | +29.1% |
| 3Y | +145.8% | +503.9% | -358.1% | +94.6% |
| 5Y | +138.6% | +27.7% | +111.0% | +79.8% |
| All | +335.3% | +69.3% | +265.9% | +219.9% |
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