+159.9%
MSFT vs CIFR
-34.2%
+194.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +17.9% | -18.9% | -1.9% |
| 7D | +1.7% | -10.2% | +11.9% | +1.8% |
| 30D | +0.2% | -55.0% | +55.2% | +3.7% |
| 3M | +6.4% | -64.1% | +70.4% | +10.9% |
| 6M | +28.7% | -70.1% | +98.8% | +34.3% |
| YTD | +10.4% | -55.7% | +66.1% | +11.9% |
| 1Y | +7.6% | -69.9% | +77.5% | +10.8% |
| 3Y | +52.3% | +68.7% | -16.4% | +34.8% |
| 5Y | +64.5% | -26.2% | +90.7% | +37.6% |
| All | +159.9% | -34.2% | +194.2% | +111.2% |
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 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