+114.7%
INTC vs CIFR
+69.3%
+45.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.0% |
| 7D | +7.5% | -5.0% | +12.5% | +8.0% |
| 30D | +2.0% | -5.7% | +7.7% | +2.2% |
| 3M | -12.0% | -25.5% | +13.6% | -10.4% |
| 6M | +114.5% | +19.4% | +95.1% | +109.4% |
| YTD | +179.0% | +14.2% | +164.8% | +171.5% |
| 1Y | +318.3% | +69.0% | +249.3% | +288.1% |
| 3Y | +171.2% | +503.9% | -332.7% | +111.3% |
| 5Y | +107.6% | +27.7% | +79.9% | +59.2% |
| All | +114.7% | +69.3% | +45.3% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling