-1.6%
NOW vs CIFR
-34.2%
+32.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +17.9% | -18.3% | -1.5% |
| 7D | -3.0% | -10.2% | +7.2% | -2.7% |
| 30D | -26.0% | -55.0% | +29.0% | -22.6% |
| 3M | -13.1% | -64.1% | +51.0% | -8.3% |
| 6M | +14.5% | -70.1% | +84.6% | +20.0% |
| YTD | -33.4% | -55.7% | +22.2% | -33.4% |
| 1Y | -40.6% | -69.9% | +29.2% | -39.0% |
| 3Y | -16.3% | +68.7% | -85.0% | -32.7% |
| 5Y | -26.3% | -26.2% | -0.1% | -45.7% |
| All | -1.6% | -34.2% | +32.6% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling