+57.4%
INTC vs CIFR
-69.0%
+126.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -20.0% | +16.2% | +2.0% |
| 7D | -39.0% | -26.7% | -12.3% | -33.4% |
| 30D | -49.8% | -58.0% | +8.2% | -37.0% |
| 3M | -42.2% | -68.1% | +25.9% | -22.9% |
| 6M | -39.2% | -63.7% | +24.5% | -22.5% |
| YTD | +57.9% | -56.0% | +113.9% | +87.7% |
| 1Y | +57.4% | -71.1% | +128.5% | +97.0% |
| All | +57.4% | -69.0% | +126.4% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling