+113.0%
HOOD vs CIFR
-29.9%
+143.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +17.9% | -14.7% | -1.1% |
| 7D | -4.8% | -10.2% | +5.4% | -3.7% |
| 30D | -26.1% | -55.0% | +28.9% | -12.2% |
| 3M | -10.8% | -64.1% | +53.3% | +10.2% |
| 6M | +2.4% | -70.1% | +72.5% | +26.1% |
| YTD | -28.5% | -55.7% | +27.2% | -22.1% |
| 1Y | -36.3% | -69.9% | +33.5% | -24.7% |
| 3Y | +743.7% | +68.7% | +675.0% | +451.5% |
| All | +113.0% | -29.9% | +143.0% | +20.6% |
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