+106.8%
KO vs CIFR
+69.8%
+37.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -1.0% |
| 7D | -0.8% | +11.3% | -12.1% | -0.7% |
| 30D | +0.8% | +3.5% | -2.7% | +0.9% |
| 3M | +8.3% | -26.6% | +35.0% | +8.2% |
| 6M | +14.0% | +18.1% | -4.1% | +14.4% |
| YTD | +26.9% | +14.5% | +12.4% | +27.3% |
| 1Y | +32.7% | +83.3% | -50.6% | +33.4% |
| 3Y | +63.9% | +461.5% | -397.5% | +64.8% |
| 5Y | +81.7% | +29.3% | +52.4% | +79.9% |
| All | +106.8% | +69.8% | +37.0% | +101.0% |
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 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