+149.5%
GOOGL vs CIFR
+521.1%
-371.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | -0.3% |
| 7D | +1.1% | +26.7% | -25.6% | -0.5% |
| 30D | -4.4% | +7.7% | -12.2% | -5.2% |
| 3M | -6.8% | -23.8% | +17.0% | -6.4% |
| 6M | +13.6% | +35.9% | -22.3% | +8.7% |
| YTD | +8.3% | +25.4% | -17.1% | +3.4% |
| 1Y | +44.9% | +139.8% | -94.8% | +30.1% |
| All | +149.5% | +521.1% | -371.7% | +102.7% |
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 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