+144.8%
MSFT vs CIFR
+78.3%
+66.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.2% |
| 7D | -2.7% | +16.9% | -19.6% | -3.5% |
| 30D | +2.7% | -5.2% | +7.9% | +2.7% |
| 3M | +17.0% | -30.6% | +47.5% | +18.0% |
| 6M | +23.8% | +10.6% | +13.2% | +21.1% |
| YTD | +4.0% | +20.2% | -16.2% | +0.9% |
| 1Y | -0.8% | +139.7% | -140.5% | -8.3% |
| 3Y | +55.6% | +489.4% | -433.8% | +29.7% |
| 5Y | +72.9% | +54.4% | +18.5% | +39.6% |
| All | +144.8% | +78.3% | +66.5% | +90.4% |
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