+135.0%
GOOG vs CIFR
+21.7%
+113.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +1.0% |
| 7D | -2.5% | -8.2% | +5.7% | -2.0% |
| 30D | -3.6% | -7.4% | +3.8% | -3.5% |
| 3M | -6.4% | -24.2% | +17.7% | -6.0% |
| 6M | +7.8% | +14.2% | -6.4% | +4.5% |
| YTD | +5.5% | +8.0% | -2.5% | +1.9% |
| 1Y | +38.3% | +55.5% | -17.2% | +28.4% |
| 3Y | +143.1% | +429.6% | -286.5% | +93.7% |
| 5Y | +135.0% | +20.8% | +114.2% | +70.2% |
| All | +135.0% | +21.7% | +113.3% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling