+335.2%
GOOG vs CIFR
+86.0%
+249.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.3% |
| 7D | +1.1% | +26.7% | -25.6% | -0.5% |
| 30D | -5.1% | +7.7% | -12.8% | -5.8% |
| 3M | -7.1% | -23.8% | +16.7% | -6.7% |
| 6M | +12.7% | +35.9% | -23.3% | +8.1% |
| YTD | +7.1% | +25.4% | -18.3% | +2.5% |
| 1Y | +43.6% | +139.8% | -96.2% | +29.5% |
| 3Y | +146.8% | +515.0% | -368.2% | +95.1% |
| 5Y | +133.7% | +52.1% | +81.6% | +74.4% |
| All | +335.2% | +86.0% | +249.2% | +218.0% |
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