+9.0%
MSFT vs CIFR
-69.0%
+78.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -20.0% | +26.6% | +7.7% |
| 7D | +4.7% | -26.7% | +31.4% | +6.0% |
| 30D | +5.8% | -58.0% | +63.8% | +10.5% |
| 3M | +13.0% | -68.1% | +81.1% | +19.4% |
| 6M | +34.9% | -63.7% | +98.6% | +38.9% |
| YTD | +15.7% | -56.0% | +71.6% | +16.6% |
| 1Y | +9.0% | -71.1% | +80.1% | +11.1% |
| All | +9.0% | -69.0% | +78.0% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling