+161.2%
MSFT vs CIFR
-34.4%
+195.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | +2.3% | -19.6% | +21.9% | +3.2% |
| 30D | -0.4% | -51.7% | +51.3% | +2.8% |
| 3M | +5.6% | -60.0% | +65.6% | +9.5% |
| 6M | +29.0% | -68.2% | +97.2% | +34.1% |
| YTD | +10.9% | -55.8% | +66.7% | +12.5% |
| 1Y | +6.2% | -66.8% | +73.0% | +8.9% |
| 3Y | +47.6% | +119.1% | -71.5% | +29.0% |
| 5Y | +67.9% | -25.3% | +93.2% | +40.4% |
| All | +161.2% | -34.4% | +195.6% | +112.3% |
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