+140.7%
GOOG vs CIFR
+467.1%
-326.5%
-29.4%
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% | -1.5% |
| 7D | -1.6% | +11.3% | -12.9% | -2.3% |
| 30D | -7.7% | +3.5% | -11.1% | -8.2% |
| 3M | -9.3% | -26.6% | +17.3% | -8.7% |
| 6M | +7.4% | +18.1% | -10.7% | +3.8% |
| YTD | +4.9% | +14.5% | -9.6% | +0.7% |
| 1Y | +37.2% | +83.3% | -46.1% | +25.6% |
| All | +140.7% | +467.1% | -326.5% | +96.4% |
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 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