-0.5%
MSFT vs CIFR
+106.8%
-107.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | 0.0% |
| 7D | -1.0% | +11.3% | -12.4% | -1.7% |
| 30D | -2.7% | +3.5% | -6.2% | -3.2% |
| 3M | +22.1% | -26.6% | +48.7% | +22.3% |
| 6M | +20.6% | +18.1% | +2.5% | +17.1% |
| YTD | +2.3% | +14.5% | -12.2% | -0.7% |
| 1Y | -0.5% | +83.3% | -83.8% | -4.2% |
| All | -0.5% | +106.8% | -107.3% | -4.2% |
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 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