+102.8%
GOOGL vs CIFR
-12.8%
+115.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +5.7% | +28.8% | -23.1% | +3.7% |
| 30D | -15.6% | -36.9% | +21.4% | -13.4% |
| 3M | -13.0% | -60.0% | +47.0% | -8.5% |
| 6M | -22.8% | -64.4% | +41.6% | -19.3% |
| YTD | -4.4% | -51.6% | +47.2% | -3.5% |
| 1Y | +4.5% | -58.9% | +63.3% | +6.2% |
| 3Y | +127.4% | +139.9% | -12.5% | +87.4% |
| 5Y | +102.8% | -15.1% | +117.9% | +58.5% |
| All | +102.8% | -12.8% | +115.6% | +58.5% |
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