-25.1%
NOW vs CIFR
-22.5%
-2.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.6% | +1.9% |
| 7D | +0.3% | +4.8% | -4.5% | -0.1% |
| 30D | -27.0% | -31.0% | +4.0% | -25.4% |
| 3M | -19.6% | -58.7% | +39.1% | -15.8% |
| 6M | +17.5% | -67.7% | +85.2% | +22.6% |
| YTD | -33.3% | -53.5% | +20.3% | -33.5% |
| 1Y | -39.8% | -54.1% | +14.2% | -40.2% |
| 3Y | -19.9% | +138.2% | -158.1% | -38.3% |
| All | -25.1% | -22.5% | -2.6% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling