+99.8%
INTC vs CIFR
+78.3%
+21.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +4.3% |
| 7D | +7.1% | +16.9% | -9.9% | +5.3% |
| 30D | -5.2% | -5.2% | 0.0% | -5.0% |
| 3M | -14.3% | -30.6% | +16.3% | -12.2% |
| 6M | +110.2% | +10.6% | +99.6% | +106.1% |
| YTD | +159.6% | +20.2% | +139.4% | +151.5% |
| 1Y | +289.3% | +139.7% | +149.5% | +250.4% |
| 3Y | +166.1% | +489.4% | -323.3% | +107.4% |
| 5Y | +94.4% | +54.4% | +40.0% | +46.0% |
| All | +99.8% | +78.3% | +21.5% | +42.8% |
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 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