+128.3%
GOOGL vs CIFR
+139.1%
-10.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +5.7% | +28.8% | -23.1% | +3.8% |
| 30D | -15.6% | -36.9% | +21.4% | -13.5% |
| 3M | -13.0% | -60.0% | +47.0% | -8.7% |
| 6M | -22.8% | -64.4% | +41.6% | -19.5% |
| YTD | -4.4% | -51.6% | +47.2% | -3.8% |
| 1Y | +4.5% | -58.9% | +63.3% | +5.9% |
| All | +128.3% | +139.1% | -10.8% | +99.3% |
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