+24.4%
INTC vs CIFR
-31.1%
+55.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -2.1% |
| 7D | +6.0% | +4.8% | +1.2% | +5.5% |
| 30D | -39.2% | -31.0% | -8.2% | -36.8% |
| 3M | -42.9% | -58.7% | +15.8% | -37.8% |
| 6M | -50.4% | -67.7% | +17.3% | -45.1% |
| YTD | +61.7% | -53.5% | +115.2% | +72.2% |
| 1Y | +66.1% | -54.1% | +120.2% | +76.3% |
| 3Y | +58.1% | +138.2% | -80.0% | +36.1% |
| 5Y | +27.9% | -18.5% | +46.4% | +5.1% |
| All | +24.4% | -31.1% | +55.5% | -2.2% |
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 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