+332.9%
GOOGL vs CIFR
+60.2%
+272.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +1.0% |
| 7D | -2.8% | -8.2% | +5.4% | -2.3% |
| 30D | -3.2% | -7.4% | +4.2% | -3.1% |
| 3M | -6.6% | -24.2% | +17.6% | -6.2% |
| 6M | +8.5% | +14.2% | -5.7% | +5.2% |
| YTD | +6.5% | +8.0% | -1.5% | +2.8% |
| 1Y | +39.4% | +55.5% | -16.1% | +29.6% |
| 3Y | +146.2% | +429.6% | -283.4% | +96.7% |
| 5Y | +138.3% | +20.8% | +117.6% | +80.7% |
| All | +332.9% | +60.2% | +272.7% | +219.7% |
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