+179.4%
INTC vs CIFR
+506.9%
-327.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.3% | +4.7% | +8.5% |
| 7D | +17.4% | +26.7% | -9.3% | +14.1% |
| 30D | +2.8% | +7.7% | -5.0% | +1.5% |
| 3M | -5.3% | -23.8% | +18.5% | -3.6% |
| 6M | +140.6% | +35.9% | +104.7% | +131.2% |
| YTD | +183.1% | +25.4% | +157.7% | +172.1% |
| 1Y | +326.8% | +139.8% | +187.0% | +280.3% |
| 3Y | +179.4% | +515.0% | -335.5% | +129.8% |
| All | +179.4% | +506.9% | -327.4% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling