+340.6%
GOOGL vs CIFR
+78.3%
+262.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -2.3% | +16.9% | -19.2% | -3.3% |
| 30D | -6.6% | -5.2% | -1.4% | -6.6% |
| 3M | -8.9% | -30.6% | +21.6% | -8.1% |
| 6M | +11.9% | +10.6% | +1.3% | +8.7% |
| YTD | +8.3% | +20.2% | -11.8% | +4.0% |
| 1Y | +46.2% | +139.7% | -93.5% | +31.9% |
| 3Y | +151.9% | +489.4% | -337.5% | +99.9% |
| 5Y | +137.7% | +54.4% | +83.3% | +77.7% |
| All | +340.6% | +78.3% | +262.3% | +223.3% |
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 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