+3.2%
MSFT vs CIFR
-61.8%
+64.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.4% | +28.8% | -31.2% | -3.8% |
| 30D | -3.8% | -36.9% | +33.2% | -1.7% |
| 3M | +6.4% | -60.0% | +66.4% | +11.0% |
| 6M | +28.8% | -64.4% | +93.1% | +33.1% |
| YTD | +8.8% | -51.6% | +60.4% | +8.7% |
| 1Y | +3.2% | -58.9% | +62.0% | +3.6% |
| All | +3.2% | -61.8% | +64.9% | +3.6% |
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